0.30Open0.34Pre Close26 Volume4.38K Open Interest17.00Strike Price797.00Turnover28.37%IV3.07%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.3647Delta0.3882Gamma57.60Leverage Ratio-0.0122Theta-0.0023Rho-21.01Eff Leverage0.0129Vega