1.59Open1.45Pre Close5 Volume19 Open Interest19.00Strike Price795.00Turnover42.46%IV1.08%PremiumDec 20, 2024Expiry Date1.40Intrinsic Value100Multiplier16DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type-0.7910Delta0.1898Gamma11.35Leverage Ratio-0.0126Theta-0.0052Rho-8.98Eff Leverage0.0105Vega