0.70Open0.58Pre Close12 Volume111 Open Interest17.50Strike Price785.00Turnover88.61%IV21.82%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier31DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type-0.1647Delta0.0445Gamma39.42Leverage Ratio-0.0221Theta-0.0032Rho-6.49Eff Leverage0.0156Vega