2.70Open2.20Pre Close3 Volume28 Open Interest40.00Strike Price797.00Turnover50.25%IV2.53%PremiumOct 18, 2024Expiry Date1.60Intrinsic Value100Multiplier15DDays to Expiry0.97Extrinsic Value100Contract SizeAmericanOptions Type-0.6276Delta0.0956Gamma15.36Leverage Ratio-0.0459Theta-0.0098Rho-9.64Eff Leverage0.0300Vega