2.70Open3.00Pre Close3 Volume961 Open Interest35.00Strike Price798.00Turnover49.68%IV0.19%PremiumJan 17, 2025Expiry Date2.51Intrinsic Value100Multiplier8DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.8345Delta0.0882Gamma13.40Leverage Ratio-0.0454Theta0.0065Rho11.18Eff Leverage0.0141Vega