2.60Open3.60Pre Close3 Volume20 Open Interest125.00Strike Price780.00Turnover25.96%IV3.10%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry2.60Extrinsic Value100Contract SizeAmericanOptions Type0.4547Delta0.0581Gamma54.40Leverage Ratio-0.0905Theta0.0244Rho24.74Eff Leverage0.1042Vega