0.01Open0.57Pre Close31 Volume638 Open Interest5.50Strike Price782.00Turnover106.76%IV1.72%PremiumDec 27, 2024Expiry Date0.30Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.7737Delta0.6945Gamma16.11Leverage Ratio-0.0393Theta0.0002Rho12.47Eff Leverage0.0012Vega