0.06Open0.05Pre Close89 Volume379 Open Interest10.50Strike Price793.00Turnover101.58%IV7.46%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.1876Delta0.2881Gamma112.60Leverage Ratio-0.0524Theta-0.0001Rho-21.12Eff Leverage0.0025Vega