0.20Open0.15Pre Close36 Volume891 Open Interest14.00Strike Price780.00Turnover27.75%IV4.03%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.3487Delta0.4804Gamma78.00Leverage Ratio-0.0101Theta0.0019Rho27.20Eff Leverage0.0103Vega