0.10Open0.05Pre Close90 Volume915 Open Interest22.50Strike Price791.00Turnover137.42%IV22.29%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0305Delta0.0172Gamma577.80Leverage Ratio-0.0308Theta-0.0001Rho-17.65Eff Leverage0.0020Vega