2.10Open1.90Pre Close4 Volume295 Open Interest15.50Strike Price792.00Turnover93.22%IV0.15%PremiumNov 22, 2024Expiry Date2.04Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.9672Delta0.0764Gamma6.57Leverage Ratio-0.0094Theta-0.0007Rho-6.35Eff Leverage0.0008Vega