0.34Open0.05Pre Close31 Volume454 Open Interest95.00Strike Price784.00Turnover69.42%IV17.57%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.0467Delta0.0130Gamma578.00Leverage Ratio-0.0521Theta0.0006Rho27.02Eff Leverage0.0105Vega