3.90Open4.00Pre Close2 Volume509 Open Interest29.00Strike Price780.00Turnover41.11%IV2.33%PremiumOct 18, 2024Expiry Date3.15Intrinsic Value100Multiplier24DDays to Expiry0.75Extrinsic Value100Contract SizeAmericanOptions Type0.8568Delta0.0671Gamma9.19Leverage Ratio-0.0192Theta0.0156Rho7.87Eff Leverage0.0185Vega