3.60Open2.95Pre Close2 Volume6 Open Interest119.50Strike Price780.00Turnover84.55%IV2.01%PremiumDec 6, 2024Expiry Date1.76Intrinsic Value100Multiplier2DDays to Expiry2.44Extrinsic Value100Contract SizeAmericanOptions Type0.6105Delta0.0497Gamma28.20Leverage Ratio-0.8337Theta0.0040Rho17.22Eff Leverage0.0350Vega