3.97Open4.70Pre Close2 Volume6 Open Interest190.00Strike Price794.00Turnover27.38%IV3.40%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier26DDays to Expiry3.97Extrinsic Value100Contract SizeAmericanOptions Type0.4615Delta0.0291Gamma40.78Leverage Ratio-0.1160Theta0.0577Rho18.82Eff Leverage0.1977Vega