0.02Open0.02Pre Close397 Volume1.70K Open Interest190.00Strike Price791.00Turnover59.69%IV13.01%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0059Delta0.0021Gamma11210.00Leverage Ratio-0.0143Theta0.0001Rho65.92Eff Leverage0.0023Vega