0.20Open0.15Pre Close36 Volume891 Open Interest14.00Strike Price780.00Turnover29.60%IV4.41%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.3355Delta0.4478Gamma77.71Leverage Ratio-0.0106Theta0.0018Rho26.07Eff Leverage0.0100Vega