0.15Open0.20Pre Close63 Volume238 Open Interest9.50Strike Price783.00Turnover997.60%IV11.70%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1358Delta0.2882Gamma171.00Leverage Ratio-2.8731Theta0.0000Rho23.22Eff Leverage0.0002Vega