4.40Open5.75Pre Close1.55K Volume6.09K Open Interest15.00Strike Price792.94KTurnover127.36%IV1.21%PremiumJan 17, 2025Expiry Date3.97Intrinsic Value100Multiplier9DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type0.8951Delta0.0468Gamma4.52Leverage Ratio-0.0386Theta0.0033Rho4.04Eff Leverage0.0055Vega