0.20Open0.15Pre Close43 Volume602 Open Interest3.00Strike Price793.00Turnover113.56%IV14.75%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.4205Delta0.6012Gamma15.89Leverage Ratio-0.0085Theta0.0004Rho6.68Eff Leverage0.0022Vega