0.15Open0.15Pre Close101 Volume816 Open Interest8.50Strike Price796.00Turnover2116.37%IV2.52%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.2613Delta1.2653Gamma208.25Leverage Ratio-54.6581Theta0.0000Rho54.42Eff Leverage0.0000Vega