0.60Open0.55Pre Close16 Volume68 Open Interest113.00Strike Price787.00Turnover23.25%IV1.30%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type-0.2278Delta0.1748Gamma496.74Leverage Ratio-0.1763Theta-0.0010Rho-113.18Eff Leverage0.0224Vega