2.61Open2.88Pre Close3 Volume173 Open Interest66.00Strike Price783.00Turnover49.20%IV0.42%PremiumOct 11, 2024Expiry Date2.32Intrinsic Value100Multiplier2DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type0.8074Delta0.0974Gamma25.83Leverage Ratio-0.1602Theta0.0037Rho20.85Eff Leverage0.0156Vega