0.15Open0.20Pre Close64 Volume519 Open Interest7.50Strike Price785.00Turnover124.95%IV25.25%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.0968Delta0.0694Gamma99.00Leverage Ratio-0.0146Theta-0.0004Rho-9.58Eff Leverage0.0034Vega