3.90Open3.25Pre Close2 Volume178 Open Interest80.00Strike Price780.00Turnover42.86%IV1.67%PremiumAug 16, 2024Expiry Date2.52Intrinsic Value100Multiplier20DDays to Expiry1.38Extrinsic Value100Contract SizeAmericanOptions Type0.6498Delta0.0441Gamma17.01Leverage Ratio-0.0835Theta0.0275Rho11.06Eff Leverage0.0725Vega