0.12Open0.15Pre Close46 Volume6.61K Open Interest90.00Strike Price790.00Turnover32.56%IV14.14%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type0.0578Delta0.0185Gamma526.73Leverage Ratio-0.0169Theta0.0026Rho30.43Eff Leverage0.0222Vega