1.41Open1.16Pre Close6 Volume149 Open Interest42.50Strike Price781.00Turnover32.59%IV0.82%PremiumDec 13, 2024Expiry Date0.94Intrinsic Value100Multiplier2DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type-0.8340Delta0.2675Gamma40.95Leverage Ratio-0.0593Theta-0.0014Rho-34.15Eff Leverage0.0072Vega