0.02Open0.01Pre Close770 Volume23.61K Open Interest9.50Strike Price780.00Turnover133.38%IV20.39%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0195Delta0.0351Gamma1192.00Leverage Ratio-0.0084Theta0.0000Rho-23.23Eff Leverage0.0005Vega