3.91Open3.35Pre Close2 Volume22 Open Interest60.00Strike Price787.00Turnover345.20%IV0.25%PremiumDec 6, 2024Expiry Date3.80Intrinsic Value100Multiplier0DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.9478Delta0.0435Gamma16.90Leverage Ratio-2.7756Theta0.0001Rho16.02Eff Leverage0.0008Vega