0.20Open0.15Pre Close36 Volume891 Open Interest14.00Strike Price780.00Turnover27.45%IV3.95%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.3515Delta0.4873Gamma78.06Leverage Ratio-0.0101Theta0.0019Rho27.44Eff Leverage0.0103Vega