0.63Open0.35Pre Close12 Volume864 Open Interest10.00Strike Price791.00Turnover71.95%IV1.42%PremiumDec 20, 2024Expiry Date0.53Intrinsic Value100Multiplier5DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.7442Delta0.3588Gamma15.49Leverage Ratio-0.0300Theta0.0010Rho11.52Eff Leverage0.0040Vega