0.02Open0.02Pre Close397 Volume1.37K Open Interest190.00Strike Price791.00Turnover56.27%IV13.01%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0059Delta0.0021Gamma11210.00Leverage Ratio-0.0139Theta0.0001Rho65.94Eff Leverage0.0024Vega