0.18Open0.30Pre Close44 Volume184 Open Interest65.00Strike Price787.00Turnover23.96%IV1.08%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type0.3432Delta0.3339Gamma258.12Leverage Ratio-0.1273Theta0.0011Rho88.58Eff Leverage0.0169Vega