0.30Open0.34Pre Close26 Volume4.40K Open Interest17.00Strike Price797.00Turnover32.15%IV3.07%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.3776Delta0.3453Gamma57.60Leverage Ratio-0.0141Theta-0.0024Rho-21.75Eff Leverage0.0130Vega