4.30Open4.60Pre Close2 Volume6 Open Interest75.00Strike Price780.00Turnover21.83%IV1.02%PremiumSep 20, 2024Expiry Date2.71Intrinsic Value100Multiplier20DDays to Expiry0.79Extrinsic Value100Contract SizeAmericanOptions Type0.7784Delta0.0739Gamma22.52Leverage Ratio-0.0373Theta0.0321Rho17.53Eff Leverage0.0548Vega