0.20Open0.20Pre Close40 Volume82 Open Interest20.50Strike Price793.00Turnover46.59%IV1.36%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type-0.4567Delta0.5622Gamma82.24Leverage Ratio-0.0817Theta-0.0005Rho-37.56Eff Leverage0.0060Vega