2.05Open1.45Pre Close4 Volume172 Open Interest15.00Strike Price795.00Turnover93.83%IV3.33%PremiumJan 17, 2025Expiry Date1.50Intrinsic Value100Multiplier25DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.7161Delta0.0824Gamma5.16Leverage Ratio-0.0291Theta0.0065Rho3.69Eff Leverage0.0148Vega