0.40Open0.77Pre Close11 Volume90 Open Interest12.50Strike Price790.00Turnover53.75%IV0.15%PremiumDec 20, 2024Expiry Date0.73Intrinsic Value100Multiplier27DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.6849Delta0.1826Gamma11.03Leverage Ratio-0.0137Theta0.0059Rho7.55Eff Leverage0.0129Vega