3.90Open4.40Pre Close2 Volume293 Open Interest85.00Strike Price787.00Turnover87.75%IV13.44%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry3.97Extrinsic Value100Contract SizeAmericanOptions Type-0.2768Delta0.0169Gamma24.00Leverage Ratio-0.1551Theta-0.0160Rho-6.64Eff Leverage0.0758Vega