2.61Open2.71Pre Close3 Volume6 Open Interest7.50Strike Price782.00Turnover469.68%IV1.61%PremiumNov 29, 2024Expiry Date2.53Intrinsic Value100Multiplier1DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.9446Delta0.0940Gamma1.95Leverage Ratio-0.0657Theta-0.0002Rho-1.84Eff Leverage0.0003Vega