0.06Open0.05Pre Close92 Volume220 Open Interest170.00Strike Price784.00Turnover27.75%IV3.16%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.0744Delta0.0363Gamma1349.38Leverage Ratio-0.0979Theta-0.0008Rho-100.34Eff Leverage0.0196Vega