0.99Open0.87Pre Close8 Volume475 Open Interest45.00Strike Price792.00Turnover22.37%IV0.44%PremiumDec 13, 2024Expiry Date0.80Intrinsic Value100Multiplier2DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.8580Delta0.3143Gamma52.63Leverage Ratio-0.0341Theta-0.0017Rho-45.15Eff Leverage0.0074Vega