7.80Open4.10Pre Close1 Volume52 Open Interest155.00Strike Price780.00Turnover52.62%IV1.54%PremiumNov 15, 2024Expiry Date5.50Intrinsic Value100Multiplier15DDays to Expiry2.30Extrinsic Value100Contract SizeAmericanOptions Type-0.6080Delta0.0244Gamma15.90Leverage Ratio-0.1976Theta-0.0356Rho-9.67Eff Leverage0.1158Vega