0.10Open0.47Pre Close92 Volume345 Open Interest9.50Strike Price797.00Turnover532.35%IV0.53%PremiumOct 25, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.6340Delta3.7470Gamma190.00Leverage Ratio-13.3400Theta0.0000Rho-120.45Eff Leverage0.0001Vega