0.16Open0.36Pre Close26 Volume58 Open Interest98.00Strike Price781.00Turnover17.55%IV0.80%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.3813Delta0.2230Gamma216.49Leverage Ratio-0.1002Theta0.0037Rho82.54Eff Leverage0.0371Vega