3.50Open3.50Pre Close4.34K Volume6.05K Open Interest550.00Strike Price799.88KTurnover165.27%IV34.91%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry1.09Extrinsic Value100Contract SizeAmericanOptions Type0.0438Delta0.0014Gamma356.77Leverage Ratio-0.7120Theta0.0017Rho15.64Eff Leverage0.0380Vega