0.15Open0.20Pre Close63 Volume238 Open Interest9.50Strike Price783.00Turnover970.86%IV11.96%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1358Delta0.2881Gamma170.60Leverage Ratio-2.7204Theta0.0000Rho23.16Eff Leverage0.0002Vega