0.30Open0.19Pre Close36 Volume347 Open Interest12.00Strike Price780.00Turnover101.24%IV1.34%PremiumSep 20, 2024Expiry Date0.04Intrinsic Value100Multiplier1DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type-0.5069Delta0.5213Gamma36.80Leverage Ratio-0.1332Theta-0.0002Rho-18.65Eff Leverage0.0030Vega