3.90Open2.05Pre Close2 Volume2 Open Interest450.00Strike Price780.00Turnover44.07%IV11.62%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry3.90Extrinsic Value100Contract SizeAmericanOptions Type0.2116Delta0.0062Gamma76.73Leverage Ratio-0.2834Theta0.0546Rho16.24Eff Leverage0.3061Vega