0.30Open0.34Pre Close26 Volume4.40K Open Interest17.00Strike Price797.00Turnover33.63%IV3.15%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.3801Delta0.3233Gamma53.22Leverage Ratio-0.0144Theta-0.0026Rho-20.23Eff Leverage0.0134Vega