0.01Open0.57Pre Close31 Volume638 Open Interest5.50Strike Price782.00Turnover95.02%IV1.72%PremiumDec 27, 2024Expiry Date0.30Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.7743Delta0.6947Gamma16.11Leverage Ratio-0.0309Theta0.0003Rho12.48Eff Leverage0.0014Vega