0.64Open0.72Pre Close16 Volume268 Open Interest43.00Strike Price785.00Turnover31.64%IV0.88%PremiumNov 1, 2024Expiry Date0.09Intrinsic Value100Multiplier2DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type0.5417Delta0.3539Gamma86.18Leverage Ratio-0.1044Theta0.0015Rho46.68Eff Leverage0.0141Vega