7.80Open10.02Pre Close1 Volume28 Open Interest92.50Strike Price780.00Turnover33.72%IV0.89%PremiumDec 20, 2024Expiry Date6.92Intrinsic Value100Multiplier27DDays to Expiry0.88Extrinsic Value100Contract SizeAmericanOptions Type0.8060Delta0.0300Gamma12.05Leverage Ratio-0.0549Theta0.0538Rho9.71Eff Leverage0.0748Vega