0.95Open0.67Pre Close9 Volume302 Open Interest95.00Strike Price789.00Turnover25.83%IV6.15%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.84Extrinsic Value100Contract SizeAmericanOptions Type0.2335Delta0.0522Gamma116.50Leverage Ratio-0.0413Theta0.0129Rho27.20Eff Leverage0.0695Vega