0.88Open0.54Pre Close10 Volume2.07K Open Interest29.00Strike Price786.00Turnover2739.09%IV0.07%PremiumOct 11, 2024Expiry Date0.68Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.5790Delta0.1439Gamma11.22Leverage Ratio-121.5620Theta0.0000Rho-6.49Eff Leverage0.0004Vega