0.05Open0.05Pre Close156 Volume394 Open Interest22.00Strike Price783.00Turnover96.17%IV18.07%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0633Delta0.0658Gamma373.50Leverage Ratio-0.0262Theta0.0001Rho23.64Eff Leverage0.0024Vega