0.10Open0.12Pre Close149 Volume622 Open Interest16.50Strike Price781.00Turnover153.28%IV23.12%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0767Delta0.0785Gamma224.17Leverage Ratio-0.0394Theta0.0001Rho17.19Eff Leverage0.0017Vega