7.80Open6.50Pre Close1 Volume2 Open Interest150.00Strike Price780.00Turnover30.88%IV2.67%PremiumDec 20, 2024Expiry Date3.69Intrinsic Value100Multiplier27DDays to Expiry4.11Extrinsic Value100Contract SizeAmericanOptions Type0.6432Delta0.0285Gamma20.49Leverage Ratio-0.0997Theta0.0693Rho13.18Eff Leverage0.1578Vega