0.15Open1.04Pre Close54 Volume430 Open Interest145.00Strike Price786.00Turnover64.43%IV18.64%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier8DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.0156Delta0.0022Gamma1781.00Leverage Ratio-0.0360Theta-0.0006Rho-27.70Eff Leverage0.0106Vega