1.56Open1.60Pre Close5 Volume436 Open Interest37.00Strike Price780.00Turnover34.39%IV3.29%PremiumDec 20, 2024Expiry Date0.33Intrinsic Value100Multiplier31DDays to Expiry1.23Extrinsic Value100Contract SizeAmericanOptions Type0.5697Delta0.1052Gamma21.64Leverage Ratio-0.0263Theta0.0165Rho12.33Eff Leverage0.0427Vega