0.02Open0.03Pre Close276 Volume1.34K Open Interest4.00Strike Price771.00Turnover3972.90%IV4.10%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.2048Delta1.6637Gamma207.50Leverage Ratio-62.0373Theta0.0000Rho-42.49Eff Leverage0.0000Vega