0.50Open0.65Pre Close18 Volume17.50K Open Interest37.00Strike Price791.00Turnover18.58%IV0.59%PremiumDec 20, 2024Expiry Date0.23Intrinsic Value100Multiplier4DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type0.6307Delta0.4858Gamma82.73Leverage Ratio-0.0364Theta0.0029Rho52.18Eff Leverage0.0158Vega