7.97Open7.20Pre Close1 Volume369 Open Interest360.00Strike Price797.00Turnover35.31%IV0.58%PremiumDec 27, 2024Expiry Date5.86Intrinsic Value100Multiplier1DDays to Expiry2.12Extrinsic Value100Contract SizeAmericanOptions Type0.7456Delta0.0424Gamma52.27Leverage Ratio-1.0914Theta0.0092Rho38.97Eff Leverage0.0686Vega