3.90Open2.05Pre Close2 Volume2 Open Interest450.00Strike Price780.00Turnover43.79%IV11.41%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry3.90Extrinsic Value100Contract SizeAmericanOptions Type0.2116Delta0.0062Gamma76.87Leverage Ratio-0.2799Theta0.0553Rho16.27Eff Leverage0.3081Vega