0.48Open0.39Pre Close18 Volume108 Open Interest8.00Strike Price794.00Turnover48.12%IV5.65%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type0.5181Delta0.4484Gamma22.77Leverage Ratio-0.0097Theta0.0020Rho11.80Eff Leverage0.0074Vega