3.90Open5.55Pre Close2 Volume48 Open Interest45.00Strike Price780.00Turnover151.08%IV0.75%PremiumOct 18, 2024Expiry Date3.59Intrinsic Value100Multiplier1DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type-0.8159Delta0.0755Gamma10.76Leverage Ratio-0.3336Theta-0.0011Rho-8.78Eff Leverage0.0062Vega