2.60Open1.05Pre Close3 Volume3 Open Interest22.50Strike Price780.00Turnover127.03%IV0.10%PremiumDec 20, 2024Expiry Date2.58Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.7823Delta0.1039Gamma6.87Leverage Ratio-0.0900Theta-0.0021Rho-5.37Eff Leverage0.0066Vega