0.72Open0.99Pre Close11 Volume498 Open Interest31.50Strike Price787.00Turnover38.28%IV1.20%PremiumDec 6, 2024Expiry Date0.34Intrinsic Value100Multiplier4DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type-0.5996Delta0.3102Gamma45.17Leverage Ratio-0.0620Theta-0.0019Rho-27.08Eff Leverage0.0126Vega