0.10Open0.45Pre Close125 Volume819 Open Interest230.00Strike Price790.00Turnover36.31%IV13.90%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0127Delta0.0029Gamma4039.40Leverage Ratio-0.0188Theta0.0006Rho51.38Eff Leverage0.0104Vega