0.30Open0.40Pre Close24 Volume548 Open Interest5.00Strike Price790.00Turnover69.87%IV8.40%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.3609Delta0.3744Gamma19.05Leverage Ratio-0.0067Theta-0.0015Rho-6.88Eff Leverage0.0054Vega