0.37Open0.35Pre Close22 Volume191 Open Interest133.00Strike Price789.00Turnover32.85%IV1.39%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.2326Delta0.1307Gamma384.36Leverage Ratio-0.3200Theta-0.0008Rho-89.39Eff Leverage0.0217Vega