2.60Open3.00Pre Close3 Volume55 Open Interest55.00Strike Price785.00Turnover94.28%IV5.83%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry2.65Extrinsic Value100Contract SizeAmericanOptions Type-0.4378Delta0.0638Gamma25.86Leverage Ratio-0.2503Theta-0.0035Rho-11.32Eff Leverage0.0258Vega