0.64Open0.72Pre Close16 Volume268 Open Interest43.00Strike Price785.00Turnover30.08%IV0.88%PremiumNov 1, 2024Expiry Date0.09Intrinsic Value100Multiplier3DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type0.5422Delta0.3544Gamma86.18Leverage Ratio-0.0935Theta0.0017Rho46.73Eff Leverage0.0148Vega