0.37Open0.65Pre Close21 Volume314 Open Interest12.50Strike Price787.00Turnover136.19%IV15.51%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.2796Delta0.0672Gamma13.70Leverage Ratio-0.0351Theta-0.0031Rho-3.83Eff Leverage0.0124Vega