0.20Open0.05Pre Close145 Volume596 Open Interest49.50Strike Price797.00Turnover77.72%IV3.38%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0740Delta0.1169Gamma1279.75Leverage Ratio-0.2457Theta0.0000Rho-94.69Eff Leverage0.0022Vega