0.20Open0.25Pre Close39 Volume8.59K Open Interest3.50Strike Price795.00Turnover135.76%IV15.31%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier13DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type-0.2814Delta0.3383Gamma19.60Leverage Ratio-0.0132Theta-0.0004Rho-5.52Eff Leverage0.0025Vega