0.35Open0.40Pre Close23 Volume3.92K Open Interest19.00Strike Price790.00Turnover24.91%IV0.89%PremiumDec 20, 2024Expiry Date0.13Intrinsic Value100Multiplier5DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type0.6058Delta0.6884Gamma63.77Leverage Ratio-0.0239Theta0.0016Rho38.63Eff Leverage0.0086Vega