0.40Open0.20Pre Close78 Volume708 Open Interest360.00Strike Price795.00Turnover2012.64%IV6.57%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier-2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0082Delta0.0020Gamma12843.00Leverage Ratio-148.3838Theta0.0000Rho-105.03Eff Leverage0.0001Vega