2.38Open3.00Pre Close3 Volume10 Open Interest100.00Strike Price795.00Turnover2150.23%IV0.25%PremiumDec 20, 2024Expiry Date2.69Intrinsic Value100Multiplier-2DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.7215Delta0.0753Gamma31.36Leverage Ratio-509.9338Theta0.0000Rho22.62Eff Leverage0.0007Vega