0.90Open1.30Pre Close12 Volume1.02K Open Interest60.00Strike Price795.00Turnover33.58%IV5.31%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.65Extrinsic Value100Contract SizeAmericanOptions Type-0.2254Delta0.0769Gamma119.39Leverage Ratio-0.0455Theta-0.0046Rho-26.91Eff Leverage0.0349Vega