0.25Open0.23Pre Close39 Volume718 Open Interest65.00Strike Price787.00Turnover80.03%IV8.72%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.1107Delta0.0492Gamma299.85Leverage Ratio-0.1395Theta0.0004Rho33.20Eff Leverage0.0091Vega