0.06Open0.07Pre Close490 Volume3.78K Open Interest17.50Strike Price790.00Turnover5010.09%IV3.49%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0629Delta0.3340Gamma1692.00Leverage Ratio-316.6567Theta0.0000Rho106.36Eff Leverage0.0000Vega