0.22Open0.30Pre Close52 Volume28 Open Interest240.00Strike Price787.00Turnover34.81%IV6.20%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.0391Delta0.0090Gamma1704.63Leverage Ratio-0.0832Theta-0.0010Rho-66.65Eff Leverage0.0228Vega