7.90Open9.40Pre Close1 Volume54 Open Interest125.00Strike Price790.00Turnover46.78%IV4.36%PremiumJan 17, 2025Expiry Date2.56Intrinsic Value100Multiplier13DDays to Expiry5.34Extrinsic Value100Contract SizeAmericanOptions Type-0.5697Delta0.0365Gamma21.67Leverage Ratio-0.1582Theta-0.0237Rho-12.34Eff Leverage0.0908Vega