1.56Open1.60Pre Close5 Volume436 Open Interest37.00Strike Price780.00Turnover34.54%IV3.29%PremiumDec 20, 2024Expiry Date0.33Intrinsic Value100Multiplier30DDays to Expiry1.23Extrinsic Value100Contract SizeAmericanOptions Type0.5695Delta0.1051Gamma21.64Leverage Ratio-0.0265Theta0.0164Rho12.32Eff Leverage0.0425Vega