0.60Open0.30Pre Close25 Volume78 Open Interest93.00Strike Price787.00Turnover86.05%IV0.42%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier-2DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.4437Delta0.4832Gamma344.00Leverage Ratio-4.3430Theta0.0000Rho152.62Eff Leverage0.0038Vega