0.81Open0.85Pre Close11 Volume4 Open Interest30.00Strike Price787.00Turnover30.85%IV1.28%PremiumDec 13, 2024Expiry Date0.02Intrinsic Value100Multiplier2DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type-0.4656Delta0.5764Gamma119.94Leverage Ratio-0.0776Theta-0.0007Rho-55.84Eff Leverage0.0089Vega