0.15Open0.20Pre Close64 Volume519 Open Interest7.50Strike Price785.00Turnover116.89%IV24.57%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.0856Delta0.0677Gamma98.10Leverage Ratio-0.0124Theta-0.0003Rho-8.40Eff Leverage0.0031Vega