5.00Open4.04Pre Close1.59K Volume8.58K Open Interest122.00Strike Price787.91KTurnover141.22%IV0.10%PremiumSep 20, 2024Expiry Date5.69Intrinsic Value100Multiplier0DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.9828Delta0.0163Gamma20.41Leverage Ratio-0.5290Theta-0.0002Rho-20.06Eff Leverage0.0008Vega