1.56Open2.25Pre Close5 Volume43 Open Interest220.00Strike Price780.00Turnover33.58%IV1.29%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry1.56Extrinsic Value100Contract SizeAmericanOptions Type0.3687Delta0.1052Gamma243.04Leverage Ratio-0.8063Theta0.0019Rho89.60Eff Leverage0.0402Vega