7.90Open9.40Pre Close1 Volume54 Open Interest125.00Strike Price790.00Turnover47.67%IV4.36%PremiumJan 17, 2025Expiry Date2.56Intrinsic Value100Multiplier12DDays to Expiry5.34Extrinsic Value100Contract SizeAmericanOptions Type-0.5700Delta0.0365Gamma21.67Leverage Ratio-0.1648Theta-0.0229Rho-12.35Eff Leverage0.0890Vega