3.90Open3.25Pre Close2 Volume178 Open Interest80.00Strike Price780.00Turnover42.67%IV1.67%PremiumAug 16, 2024Expiry Date2.52Intrinsic Value100Multiplier20DDays to Expiry1.38Extrinsic Value100Contract SizeAmericanOptions Type0.6499Delta0.0442Gamma17.01Leverage Ratio-0.0828Theta0.0277Rho11.06Eff Leverage0.0728Vega