0.64Open0.72Pre Close16 Volume278 Open Interest43.00Strike Price785.00Turnover32.21%IV0.88%PremiumNov 1, 2024Expiry Date0.09Intrinsic Value100Multiplier2DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type0.5415Delta0.3537Gamma86.18Leverage Ratio-0.1086Theta0.0015Rho46.67Eff Leverage0.0138Vega