0.29Open0.38Pre Close28 Volume362 Open Interest19.00Strike Price797.00Turnover30.31%IV0.34%PremiumNov 1, 2024Expiry Date0.22Intrinsic Value100Multiplier1DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.7612Delta0.9288Gamma71.17Leverage Ratio-0.0472Theta0.0005Rho54.17Eff Leverage0.0034Vega