1.45Open3.96Pre Close6 Volume202 Open Interest237.50Strike Price787.00Turnover21.89%IV0.37%PremiumJan 10, 2025Expiry Date0.59Intrinsic Value100Multiplier2DDays to Expiry0.89Extrinsic Value100Contract SizeAmericanOptions Type0.5701Delta0.1023Gamma126.98Leverage Ratio-0.4606Theta0.0073Rho72.39Eff Leverage0.0689Vega