3.90Open3.60Pre Close2 Volume805 Open Interest6.00Strike Price780.00Turnover138.72%IV0.41%PremiumDec 20, 2024Expiry Date3.86Intrinsic Value100Multiplier21DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.9519Delta0.0304Gamma2.50Leverage Ratio-0.0083Theta0.0031Rho2.38Eff Leverage0.0024Vega