1.20Open1.10Pre Close9 Volume282 Open Interest15.00Strike Price780.00Turnover65.92%IV5.26%PremiumDec 20, 2024Expiry Date0.01Intrinsic Value100Multiplier23DDays to Expiry0.79Extrinsic Value100Contract SizeAmericanOptions Type0.5416Delta0.1580Gamma14.64Leverage Ratio-0.0223Theta0.0046Rho7.93Eff Leverage0.0151Vega