0.02Open0.05Pre Close390 Volume629 Open Interest11.50Strike Price780.00Turnover128.52%IV16.60%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0631Delta0.1308Gamma395.20Leverage Ratio-0.0216Theta0.0000Rho24.92Eff Leverage0.0009Vega