0.60Open0.61Pre Close13 Volume643 Open Interest0.50Strike Price786.00Turnover3614.02%IV3.73%PremiumDec 20, 2024Expiry Date0.71Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.9800Delta0.0842Gamma1.79Leverage Ratio-0.2027Theta0.0000Rho1.75Eff Leverage0.0000Vega