0.94Open1.02Pre Close8 Volume3.13K Open Interest70.00Strike Price799.00Turnover32.46%IV6.74%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry1.12Extrinsic Value100Contract SizeAmericanOptions Type0.3028Delta0.0629Gamma65.00Leverage Ratio-0.0428Theta0.0126Rho19.69Eff Leverage0.0597Vega