0.19Open0.55Pre Close126 Volume316 Open Interest31.50Strike Price787.00Turnover150.80%IV17.55%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0492Delta0.0403Gamma536.80Leverage Ratio-0.0496Theta0.0000Rho26.40Eff Leverage0.0017Vega