3.94Open3.44Pre Close2 Volume12 Open Interest51.00Strike Price788.00Turnover46.61%IV1.22%PremiumNov 29, 2024Expiry Date3.36Intrinsic Value100Multiplier2DDays to Expiry0.58Extrinsic Value100Contract SizeAmericanOptions Type-0.9673Delta0.0471Gamma14.12Leverage Ratio-0.0147Theta-0.0018Rho-13.65Eff Leverage0.0028Vega