0.95Open0.67Pre Close9 Volume302 Open Interest95.00Strike Price789.00Turnover25.80%IV6.15%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.84Extrinsic Value100Contract SizeAmericanOptions Type0.2337Delta0.0523Gamma120.39Leverage Ratio-0.0413Theta0.0129Rho28.14Eff Leverage0.0695Vega