0.52Open0.40Pre Close15 Volume22 Open Interest2.00Strike Price780.00Turnover6835.98%IV2.63%PremiumJul 5, 2024Expiry Date0.48Intrinsic Value100Multiplier-2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.5213Delta0.3802Gamma2.03Leverage Ratio-5.7634Theta0.0000Rho-1.06Eff Leverage0.0001Vega