0.29Open0.38Pre Close28 Volume362 Open Interest19.00Strike Price797.00Turnover29.89%IV0.29%PremiumNov 1, 2024Expiry Date0.23Intrinsic Value100Multiplier1DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.7783Delta0.9041Gamma69.91Leverage Ratio-0.0430Theta0.0005Rho54.41Eff Leverage0.0033Vega