0.25Open0.21Pre Close29 Volume784 Open Interest10.00Strike Price770.00Turnover30.48%IV2.90%PremiumDec 20, 2024Expiry Date0.01Intrinsic Value100Multiplier16DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type-0.4835Delta0.6307Gamma39.96Leverage Ratio-0.0075Theta-0.0019Rho-19.32Eff Leverage0.0083Vega