0.78Open0.78Pre Close10 Volume10 Open Interest9.50Strike Price789.00Turnover46.11%IV0.34%PremiumNov 29, 2024Expiry Date0.77Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.9566Delta0.2439Gamma11.26Leverage Ratio-0.0033Theta-0.0006Rho-10.77Eff Leverage0.0009Vega