0.15Open0.25Pre Close52 Volume358 Open Interest42.00Strike Price780.00Turnover64.53%IV8.00%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.1032Delta0.0605Gamma303.27Leverage Ratio-0.0676Theta-0.0005Rho-31.31Eff Leverage0.0083Vega