0.19Open0.55Pre Close126 Volume316 Open Interest31.50Strike Price787.00Turnover140.99%IV19.58%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0458Delta0.0350Gamma527.70Leverage Ratio-0.0451Theta0.0001Rho24.19Eff Leverage0.0019Vega