1.39Open1.40Pre Close6 Volume44 Open Interest6.50Strike Price794.00Turnover358.17%IV2.46%PremiumSep 6, 2024Expiry Date1.22Intrinsic Value100Multiplier2DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.7489Delta0.2327Gamma3.77Leverage Ratio-0.1169Theta-0.0003Rho-2.82Eff Leverage0.0012Vega