35.68Open32.00Pre Close206 Volume750 Open Interest300.00Strike Price790.21KTurnover73.82%IV0.66%PremiumDec 20, 2024Expiry Date37.71Intrinsic Value100Multiplier4DDays to Expiry2.24Extrinsic Value100Contract SizeAmericanOptions Type0.9487Delta0.0042Gamma8.79Leverage Ratio-0.3469Theta0.0287Rho8.34Eff Leverage0.0359Vega
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