0.30Open0.45Pre Close24 Volume40 Open Interest34.00Strike Price798.00Turnover45.95%IV0.97%PremiumNov 15, 2024Expiry Date0.09Intrinsic Value100Multiplier1DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type-0.5304Delta0.4228Gamma80.74Leverage Ratio-0.1845Theta-0.0006Rho-42.83Eff Leverage0.0081Vega