0.37Open0.55Pre Close18 Volume406 Open Interest69.00Strike Price772.00Turnover14.19%IV2.50%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.47Extrinsic Value100Contract SizeAmericanOptions Type-0.2773Delta0.1307Gamma156.20Leverage Ratio-0.0157Theta-0.0114Rho-43.32Eff Leverage0.0609Vega