0.03Open0.07Pre Close246 Volume7.24K Open Interest21.00Strike Price790.00Turnover28.15%IV3.41%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.1425Delta0.3333Gamma433.80Leverage Ratio-0.0165Theta-0.0004Rho-61.83Eff Leverage0.0054Vega