0.37Open0.33Pre Close21 Volume52 Open Interest315.00Strike Price785.00Turnover67.38%IV12.03%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.0319Delta0.0028Gamma1021.97Leverage Ratio-0.1888Theta-0.0012Rho-32.62Eff Leverage0.0270Vega