0.47Open0.65Pre Close25 Volume182 Open Interest38.00Strike Price785.00Turnover220.75%IV8.23%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.1787Delta0.0977Gamma141.36Leverage Ratio-0.8159Theta0.0001Rho25.26Eff Leverage0.0032Vega