0.28Open0.21Pre Close35 Volume1.60K Open Interest11.00Strike Price780.00Turnover90.60%IV23.48%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.2074Delta0.1521Gamma45.35Leverage Ratio-0.0143Theta0.0009Rho9.41Eff Leverage0.0059Vega