0.24Open0.17Pre Close28 Volume649 Open Interest2.50Strike Price784.00Turnover84.29%IV5.66%PremiumDec 20, 2024Expiry Date0.15Intrinsic Value100Multiplier28DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.6485Delta0.6029Gamma8.15Leverage Ratio-0.0043Theta0.0011Rho5.29Eff Leverage0.0027Vega