0.10Open0.11Pre Close77 Volume168 Open Interest160.00Strike Price790.00Turnover161.80%IV24.79%PremiumNov 8, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type0.0362Delta0.0052Gamma611.19Leverage Ratio-0.1953Theta0.0002Rho22.10Eff Leverage0.0075Vega