0.02Open0.07Pre Close443 Volume2.05K Open Interest34.50Strike Price795.00Turnover391.36%IV1.38%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0694Delta0.4072Gamma3404.00Leverage Ratio-9.5597Theta0.0000Rho236.30Eff Leverage0.0001Vega