3.80Open3.50Pre Close2 Volume110 Open Interest35.00Strike Price789.00Turnover42.19%IV1.45%PremiumDec 20, 2024Expiry Date3.53Intrinsic Value100Multiplier27DDays to Expiry0.56Extrinsic Value100Contract SizeAmericanOptions Type0.8207Delta0.0588Gamma9.40Leverage Ratio-0.0246Theta0.0206Rho7.71Eff Leverage0.0276Vega