1.15Open1.15Pre Close9 Volume0 Open Interest87.00Strike Price787.00Turnover22.06%IV0.51%PremiumJan 10, 2025Expiry Date0.33Intrinsic Value100Multiplier2DDays to Expiry0.44Extrinsic Value100Contract SizeAmericanOptions Type-0.5530Delta0.2783Gamma111.83Leverage Ratio-0.1565Theta-0.0024Rho-61.84Eff Leverage0.0255Vega