0.10Open0.12Pre Close78 Volume113 Open Interest85.00Strike Price780.00Turnover23.65%IV4.84%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.0725Delta0.0451Gamma892.20Leverage Ratio-0.0259Theta-0.0012Rho-64.67Eff Leverage0.0178Vega