0.50Open1.07Pre Close16 Volume33 Open Interest48.00Strike Price790.00Turnover50.65%IV6.16%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier8DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.2527Delta0.0932Gamma95.98Leverage Ratio-0.0700Theta0.0024Rho24.26Eff Leverage0.0216Vega