1.45Open8.68Pre Close5 Volume2 Open Interest31.50Strike Price776.00Turnover145.55%IV3.95%PremiumDec 20, 2024Expiry Date0.43Intrinsic Value100Multiplier3DDays to Expiry1.26Extrinsic Value100Contract SizeAmericanOptions Type0.5568Delta0.0927Gamma16.94Leverage Ratio-0.3006Theta0.0013Rho9.43Eff Leverage0.0116Vega