0.77Open1.24Pre Close12 Volume368 Open Interest33.50Strike Price787.00Turnover43.10%IV1.91%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type-0.4765Delta0.2532Gamma55.90Leverage Ratio-0.0753Theta-0.0018Rho-26.64Eff Leverage0.0145Vega