0.04Open0.04Pre Close344 Volume27.74K Open Interest10.50Strike Price792.00Turnover97.72%IV12.16%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0495Delta0.1087Gamma596.00Leverage Ratio-0.0158Theta0.0000Rho-29.48Eff Leverage0.0010Vega