0.20Open0.20Pre Close40 Volume82 Open Interest20.50Strike Price793.00Turnover53.11%IV1.36%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type-0.4573Delta0.5633Gamma82.24Leverage Ratio-0.1147Theta-0.0004Rho-37.61Eff Leverage0.0053Vega