5.00Open4.04Pre Close1.59K Volume8.58K Open Interest122.00Strike Price787.91KTurnover120.88%IV0.04%PremiumSep 20, 2024Expiry Date5.76Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.9922Delta0.0094Gamma20.04Leverage Ratio-0.2011Theta-0.0002Rho-19.89Eff Leverage0.0004Vega