0.40Open0.45Pre Close20 Volume592 Open Interest24.00Strike Price786.00Turnover36.13%IV7.11%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type0.3109Delta0.1682Gamma56.93Leverage Ratio-0.0165Theta0.0044Rho17.70Eff Leverage0.0205Vega