0.25Open0.40Pre Close35 Volume486 Open Interest17.50Strike Price780.00Turnover54.07%IV14.52%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier28DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.1486Delta0.0763Gamma80.72Leverage Ratio-0.0121Theta-0.0023Rho-11.99Eff Leverage0.0130Vega