0.62Open0.54Pre Close11 Volume150 Open Interest32.50Strike Price795.00Turnover26.59%IV2.16%PremiumNov 29, 2024Expiry Date0.14Intrinsic Value100Multiplier1DDays to Expiry0.70Extrinsic Value100Contract SizeAmericanOptions Type-0.6253Delta0.9049Gamma132.08Leverage Ratio-0.0915Theta-0.0004Rho-82.59Eff Leverage0.0060Vega