0.80Open2.37Pre Close10 Volume518 Open Interest61.50Strike Price782.00Turnover71.51%IV0.33%PremiumDec 27, 2024Expiry Date0.54Intrinsic Value100Multiplier1DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.6011Delta0.1974Gamma56.44Leverage Ratio-0.5219Theta-0.0007Rho-33.93Eff Leverage0.0106Vega