2.22Open4.80Pre Close3 Volume7 Open Interest182.50Strike Price787.00Turnover26.10%IV0.16%PremiumNov 22, 2024Expiry Date2.90Intrinsic Value100Multiplier4DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.7355Delta0.0641Gamma46.35Leverage Ratio-0.2306Theta0.0147Rho34.09Eff Leverage0.0640Vega