2.65Open3.12Pre Close3 Volume600 Open Interest77.50Strike Price785.00Turnover34.20%IV2.34%PremiumDec 20, 2024Expiry Date0.72Intrinsic Value100Multiplier18DDays to Expiry1.83Extrinsic Value100Contract SizeAmericanOptions Type0.5745Delta0.0660Gamma27.69Leverage Ratio-0.0706Theta0.0208Rho15.91Eff Leverage0.0681Vega