3.95Open3.58Pre Close2 Volume18 Open Interest7.00Strike Price796.00Turnover513.19%IV-5.09%PremiumNov 29, 2024Expiry Date4.60Intrinsic Value100Multiplier4DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.8889Delta0.0309Gamma2.31Leverage Ratio-0.1512Theta0.0006Rho2.05Eff Leverage0.0023Vega