0.78Open0.60Pre Close10 Volume27 Open Interest27.00Strike Price780.00Turnover59.22%IV7.55%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.78Extrinsic Value100Contract SizeAmericanOptions Type-0.3329Delta0.0889Gamma29.09Leverage Ratio-0.0333Theta-0.0056Rho-9.68Eff Leverage0.0251Vega