0.08Open0.06Pre Close133 Volume1.19K Open Interest2.00Strike Price789.00Turnover47.88%IV0.84%PremiumSep 27, 2024Expiry Date0.01Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.5640Delta5.3186Gamma57.51Leverage Ratio-0.0079Theta0.0001Rho32.44Eff Leverage0.0006Vega