1.35Open1.65Pre Close5 Volume207 Open Interest17.00Strike Price780.00Turnover53.01%IV2.35%PremiumDec 20, 2024Expiry Date1.27Intrinsic Value100Multiplier24DDays to Expiry0.43Extrinsic Value100Contract SizeAmericanOptions Type0.7328Delta0.1331Gamma10.44Leverage Ratio-0.0186Theta0.0076Rho7.65Eff Leverage0.0153Vega