2.05Open1.80Pre Close4 Volume183 Open Interest4800.00Strike Price791.00Turnover38.34%IV6.87%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry1.96Extrinsic Value100Contract SizeAmericanOptions Type-0.0272Delta0.0003Gamma2544.26Leverage Ratio-1.3714Theta-0.0123Rho-69.11Eff Leverage0.3145Vega