0.13Open0.20Pre Close61 Volume546 Open Interest1.50Strike Price787.00Turnover77.59%IV-0.31%PremiumJan 10, 2025Expiry Date0.11Intrinsic Value100Multiplier2DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.8966Delta1.9397Gamma13.96Leverage Ratio-0.0038Theta0.0001Rho12.51Eff Leverage0.0002Vega