2.60Open2.25Pre Close3 Volume70 Open Interest50.00Strike Price780.00Turnover28.55%IV1.54%PremiumDec 20, 2024Expiry Date1.86Intrinsic Value100Multiplier20DDays to Expiry0.74Extrinsic Value100Contract SizeAmericanOptions Type-0.6951Delta0.1116Gamma20.27Leverage Ratio-0.0248Theta-0.0156Rho-14.09Eff Leverage0.0395Vega