1.10Open1.10Pre Close7 Volume48 Open Interest17.50Strike Price795.00Turnover48.47%IV0.61%PremiumDec 20, 2024Expiry Date1.05Intrinsic Value100Multiplier6DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.8365Delta0.2505Gamma14.62Leverage Ratio-0.0198Theta-0.0019Rho-12.23Eff Leverage0.0051Vega