0.35Open0.35Pre Close22 Volume311 Open Interest42.00Strike Price784.00Turnover42.71%IV15.71%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier31DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type0.1555Delta0.0525Gamma104.60Leverage Ratio-0.0182Theta0.0045Rho16.26Eff Leverage0.0254Vega