1.62Open1.58Pre Close2.67K Volume3.09K Open Interest138.00Strike Price797.12KTurnover33.14%IV0.12%PremiumNov 29, 2024Expiry Date1.76Intrinsic Value100Multiplier1DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type-0.8331Delta0.1403Gamma71.33Leverage Ratio-0.3776Theta-0.0016Rho-59.42Eff Leverage0.0135Vega