0.10Open0.15Pre Close53 Volume97 Open Interest210.00Strike Price780.00Turnover29.47%IV3.01%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0882Delta0.0369Gamma1165.49Leverage Ratio-0.1486Theta0.0009Rho102.79Eff Leverage0.0235Vega