0.13Open0.20Pre Close61 Volume546 Open Interest1.50Strike Price787.00Turnover93.60%IV-0.62%PremiumJan 10, 2025Expiry Date0.11Intrinsic Value100Multiplier1DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.8950Delta1.9492Gamma14.00Leverage Ratio-0.0048Theta0.0001Rho12.53Eff Leverage0.0002Vega