0.01Open0.01Pre Close543 Volume2.61K Open Interest13.50Strike Price787.00Turnover37.07%IV7.74%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0459Delta0.1795Gamma1254.00Leverage Ratio-0.0048Theta0.0001Rho57.59Eff Leverage0.0014Vega