0.20Open0.15Pre Close36 Volume893 Open Interest14.00Strike Price780.00Turnover30.19%IV4.41%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.3353Delta0.4473Gamma77.71Leverage Ratio-0.0110Theta0.0017Rho26.06Eff Leverage0.0098Vega