0.97Open2.56Pre Close11 Volume505 Open Interest302.50Strike Price789.00Turnover51.82%IV1.34%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.54Extrinsic Value100Contract SizeAmericanOptions Type0.1261Delta0.0506Gamma424.14Leverage Ratio-1.6384Theta0.0003Rho53.46Eff Leverage0.0163Vega