3.90Open6.40Pre Close2 Volume21 Open Interest260.00Strike Price780.00Turnover48.17%IV1.13%PremiumSep 20, 2024Expiry Date0.96Intrinsic Value100Multiplier1DDays to Expiry2.94Extrinsic Value100Contract SizeAmericanOptions Type0.5676Delta0.0627Gamma86.27Leverage Ratio-1.4109Theta0.0036Rho48.97Eff Leverage0.0512Vega