3.97Open4.70Pre Close2 Volume6 Open Interest190.00Strike Price794.00Turnover27.43%IV3.40%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry3.97Extrinsic Value100Contract SizeAmericanOptions Type0.4615Delta0.0291Gamma40.78Leverage Ratio-0.1164Theta0.0575Rho18.82Eff Leverage0.1973Vega