7.89Open7.28Pre Close1 Volume1 Open Interest192.50Strike Price789.00Turnover31.82%IV0.57%PremiumDec 20, 2024Expiry Date6.76Intrinsic Value100Multiplier4DDays to Expiry1.13Extrinsic Value100Contract SizeAmericanOptions Type0.8358Delta0.0365Gamma27.68Leverage Ratio-0.2198Theta0.0183Rho23.13Eff Leverage0.0527Vega