0.14Open0.11Pre Close44 Volume6.72K Open Interest15.00Strike Price796.00Turnover17.52%IV2.22%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.4497Delta0.6546Gamma74.35Leverage Ratio-0.0071Theta0.0035Rho33.43Eff Leverage0.0137Vega