0.40Open0.55Pre Close22 Volume819 Open Interest5.00Strike Price780.00Turnover104.89%IV16.52%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.2895Delta0.2222Gamma17.14Leverage Ratio-0.0103Theta-0.0012Rho-4.96Eff Leverage0.0050Vega