2.40Open5.00Pre Close3 Volume19 Open Interest1925.00Strike Price787.00Turnover53.39%IV7.29%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry2.77Extrinsic Value100Contract SizeAmericanOptions Type0.0958Delta0.0018Gamma440.91Leverage Ratio-2.1519Theta0.0156Rho42.25Eff Leverage0.2948Vega