2.01Open3.35Pre Close4 Volume3 Open Interest8.00Strike Price795.00Turnover606.44%IV1.12%PremiumDec 27, 2024Expiry Date1.86Intrinsic Value100Multiplier2DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.7464Delta0.0627Gamma3.40Leverage Ratio-0.3383Theta0.0003Rho2.54Eff Leverage0.0027Vega