0.11Open0.36Pre Close77 Volume177 Open Interest54.00Strike Price792.00Turnover138.95%IV26.88%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.0465Delta0.0169Gamma406.38Leverage Ratio-0.0677Theta0.0002Rho18.89Eff Leverage0.0040Vega