0.57Open0.50Pre Close14 Volume77 Open Interest1.50Strike Price788.00Turnover199.38%IV2.50%PremiumDec 20, 2024Expiry Date0.50Intrinsic Value100Multiplier22DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.7976Delta0.2840Gamma3.08Leverage Ratio-0.0063Theta0.0006Rho2.45Eff Leverage0.0014Vega