0.45Open0.41Pre Close17 Volume780 Open Interest19.00Strike Price783.00Turnover18.41%IV1.56%PremiumDec 20, 2024Expiry Date0.24Intrinsic Value100Multiplier27DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.6331Delta0.3913Gamma34.98Leverage Ratio-0.0082Theta0.0086Rho22.15Eff Leverage0.0197Vega