0.20Open0.05Pre Close145 Volume641 Open Interest49.50Strike Price797.00Turnover58.80%IV3.38%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0613Delta0.1079Gamma1706.33Leverage Ratio-0.1287Theta0.0000Rho-104.59Eff Leverage0.0023Vega