0.67Open0.70Pre Close12 Volume641 Open Interest15.00Strike Price782.00Turnover25.73%IV1.03%PremiumDec 20, 2024Expiry Date0.49Intrinsic Value100Multiplier24DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.6890Delta0.3455Gamma25.82Leverage Ratio-0.0087Theta0.0066Rho17.79Eff Leverage0.0140Vega