0.30Open0.34Pre Close26 Volume4.40K Open Interest17.00Strike Price797.00Turnover31.76%IV3.07%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.3775Delta0.3451Gamma57.60Leverage Ratio-0.0137Theta-0.0025Rho-21.74Eff Leverage0.0132Vega