0.35Open0.35Pre Close29 Volume1.12K Open Interest4.00Strike Price788.00Turnover169.73%IV32.49%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.1558Delta0.1055Gamma24.69Leverage Ratio-0.0128Theta-0.0006Rho-3.85Eff Leverage0.0032Vega