0.88Open0.88Pre Close9 Volume568 Open Interest48.00Strike Price786.00Turnover18.06%IV0.51%PremiumDec 20, 2024Expiry Date0.60Intrinsic Value100Multiplier4DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.7453Delta0.3313Gamma62.71Leverage Ratio-0.0405Theta0.0043Rho46.74Eff Leverage0.0172Vega