0.11Open0.13Pre Close51 Volume1.34K Open Interest17.50Strike Price795.00Turnover49.23%IV9.91%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier17DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.2521Delta0.1825Gamma64.60Leverage Ratio-0.0164Theta0.0018Rho16.28Eff Leverage0.0113Vega