0.09Open0.13Pre Close187 Volume767 Open Interest31.00Strike Price783.00Turnover32.85%IV3.34%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.1440Delta0.2265Gamma426.93Leverage Ratio-0.0333Theta-0.0004Rho-61.46Eff Leverage0.0069Vega