1.59Open1.70Pre Close5 Volume3.89K Open Interest25.00Strike Price797.00Turnover42.11%IV1.06%PremiumJan 17, 2025Expiry Date1.36Intrinsic Value100Multiplier21DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.6846Delta0.1499Gamma13.32Leverage Ratio-0.0183Theta-0.0086Rho-9.12Eff Leverage0.0203Vega