0.60Open0.55Pre Close7 Volume18 Open Interest12.50Strike Price796.00Turnover140.44%IV5.59%PremiumDec 20, 2024Expiry Date1.23Intrinsic Value100Multiplier27DDays to Expiry0.63Extrinsic Value100Contract SizeAmericanOptions Type-0.5299Delta0.0930Gamma4.60Leverage Ratio-0.0312Theta-0.0055Rho-2.44Eff Leverage0.0122Vega