7.20Open6.20Pre Close1.06K Volume1.18K Open Interest54.00Strike Price797.29KTurnover4196.45%IV0.83%PremiumNov 29, 2024Expiry Date6.20Intrinsic Value100Multiplier0DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.9421Delta0.0268Gamma9.79Leverage Ratio-226.3358Theta0.0000Rho9.22Eff Leverage0.0001Vega