7.89Open7.28Pre Close1 Volume1 Open Interest192.50Strike Price789.00Turnover33.43%IV2.42%PremiumDec 20, 2024Expiry Date3.15Intrinsic Value100Multiplier3DDays to Expiry4.74Extrinsic Value100Contract SizeAmericanOptions Type0.6981Delta0.0537Gamma43.48Leverage Ratio-0.3496Theta0.0130Rho30.35Eff Leverage0.0677Vega