0.20Open0.17Pre Close32 Volume2.62K Open Interest1.50Strike Price789.00Turnover71.23%IV2.94%PremiumOct 18, 2024Expiry Date0.20Intrinsic Value100Multiplier14DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.8354Delta1.0394Gamma8.50Leverage Ratio-0.0023Theta0.0005Rho7.10Eff Leverage0.0008Vega