0.12Open0.15Pre Close67 Volume4.29K Open Interest125.00Strike Price796.00Turnover73.65%IV23.20%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.0577Delta0.0091Gamma338.90Leverage Ratio-0.0672Theta0.0016Rho19.54Eff Leverage0.0200Vega