0.75Open0.55Pre Close12 Volume2.40K Open Interest9.00Strike Price790.00Turnover43.65%IV2.98%PremiumJan 17, 2025Expiry Date0.28Intrinsic Value100Multiplier25DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type-0.5829Delta0.3960Gamma15.85Leverage Ratio-0.0072Theta-0.0033Rho-9.24Eff Leverage0.0089Vega