0.35Open0.40Pre Close23 Volume3.92K Open Interest19.00Strike Price790.00Turnover21.93%IV0.89%PremiumDec 20, 2024Expiry Date0.13Intrinsic Value100Multiplier6DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type0.6087Delta0.6928Gamma63.77Leverage Ratio-0.0187Theta0.0020Rho38.82Eff Leverage0.0097Vega