0.20Open0.15Pre Close36 Volume893 Open Interest14.00Strike Price780.00Turnover32.76%IV4.41%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.3491Delta0.4191Gamma68.00Leverage Ratio-0.0121Theta0.0018Rho23.74Eff Leverage0.0100Vega