1.15Open1.15Pre Close7 Volume5.98K Open Interest10.00Strike Price795.00Turnover137.66%IV8.76%PremiumJan 17, 2025Expiry Date0.16Intrinsic Value100Multiplier10DDays to Expiry0.89Extrinsic Value100Contract SizeAmericanOptions Type0.5748Delta0.1697Gamma10.16Leverage Ratio-0.0473Theta0.0013Rho5.84Eff Leverage0.0066Vega