0.39Open0.44Pre Close21 Volume341 Open Interest29.00Strike Price780.00Turnover43.15%IV0.86%PremiumAug 16, 2024Expiry Date0.05Intrinsic Value100Multiplier1DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.5116Delta0.4267Gamma73.29Leverage Ratio-0.1041Theta-0.0008Rho-37.50Eff Leverage0.0086Vega