1.45Open1.63Pre Close6 Volume174 Open Interest17.50Strike Price794.00Turnover36.36%IV0.97%PremiumOct 18, 2024Expiry Date1.08Intrinsic Value100Multiplier16DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type0.8042Delta0.1966Gamma14.57Leverage Ratio-0.0142Theta0.0059Rho11.72Eff Leverage0.0107Vega
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