0.02Open0.02Pre Close453 Volume14.14K Open Interest100.00Strike Price789.00Turnover109.27%IV26.28%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0047Delta0.0020Gamma7920.00Leverage Ratio-0.0096Theta0.0000Rho37.05Eff Leverage0.0009Vega