2.50Open5.40Pre Close3 Volume46 Open Interest300.00Strike Price785.00Turnover49.24%IV8.49%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry2.85Extrinsic Value100Contract SizeAmericanOptions Type0.1953Delta0.0125Gamma121.37Leverage Ratio-0.3313Theta0.0134Rho23.70Eff Leverage0.1235Vega