0.25Open0.23Pre Close39 Volume695 Open Interest65.00Strike Price787.00Turnover75.80%IV8.72%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.1091Delta0.0491Gamma307.54Leverage Ratio-0.1264Theta0.0004Rho33.54Eff Leverage0.0094Vega