3.30Open5.45Pre Close2 Volume1.23K Open Interest45.00Strike Price790.00Turnover83.15%IV0.30%PremiumDec 20, 2024Expiry Date4.45Intrinsic Value100Multiplier5DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.8430Delta0.0490Gamma10.09Leverage Ratio-0.1182Theta0.0052Rho8.51Eff Leverage0.0142Vega