7.90Open8.50Pre Close1 Volume1 Open Interest432.50Strike Price790.00Turnover28.64%IV1.15%PremiumNov 29, 2024Expiry Date2.98Intrinsic Value100Multiplier2DDays to Expiry4.92Extrinsic Value100Contract SizeAmericanOptions Type-0.6090Delta0.0387Gamma77.04Leverage Ratio-0.8663Theta-0.0157Rho-46.92Eff Leverage0.1332Vega