0.01Open0.57Pre Close31 Volume630 Open Interest5.50Strike Price782.00Turnover160.39%IV1.72%PremiumDec 27, 2024Expiry Date0.30Intrinsic Value100Multiplier1DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.7259Delta0.5955Gamma14.50Leverage Ratio-0.0821Theta0.0001Rho10.53Eff Leverage0.0012Vega