0.34Open0.30Pre Close47 Volume604 Open Interest110.00Strike Price775.00Turnover150.67%IV31.21%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0415Delta0.0071Gamma419.55Leverage Ratio-0.1276Theta0.0003Rho17.39Eff Leverage0.0074Vega