0.06Open0.06Pre Close556 Volume1.21K Open Interest33.50Strike Price799.00Turnover1603.86%IV3.87%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0367Delta0.1166Gamma3226.00Leverage Ratio-40.1925Theta0.0000Rho118.41Eff Leverage0.0000Vega