0.36Open0.31Pre Close28 Volume124 Open Interest29.00Strike Price778.00Turnover28.65%IV0.29%PremiumSep 13, 2024Expiry Date0.27Intrinsic Value100Multiplier2DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.6395Delta0.5924Gamma71.38Leverage Ratio-0.0672Theta0.0010Rho45.65Eff Leverage0.0083Vega