0.35Open0.30Pre Close22 Volume3.03K Open Interest12.50Strike Price793.00Turnover21.11%IV0.87%PremiumDec 20, 2024Expiry Date0.19Intrinsic Value100Multiplier7DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.7047Delta0.8885Gamma46.15Leverage Ratio-0.0100Theta0.0018Rho32.52Eff Leverage0.0064Vega