0.38Open0.40Pre Close35 Volume16 Open Interest11.00Strike Price790.00Turnover120.32%IV42.06%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1479Delta0.1043Gamma52.33Leverage Ratio-0.0128Theta0.0006Rho7.74Eff Leverage0.0043Vega