3.91Open3.35Pre Close2 Volume22 Open Interest60.00Strike Price787.00Turnover259.87%IV0.09%PremiumDec 6, 2024Expiry Date3.90Intrinsic Value100Multiplier0DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.9543Delta0.0411Gamma16.18Leverage Ratio-1.4804Theta0.0001Rho15.44Eff Leverage0.0009Vega