4.05Open2.01Pre Close2 Volume103 Open Interest23.50Strike Price797.00Turnover122.01%IV0.51%PremiumJan 10, 2025Expiry Date3.82Intrinsic Value100Multiplier1DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.9866Delta0.0246Gamma5.15Leverage Ratio-0.0050Theta-0.0006Rho-5.08Eff Leverage0.0004Vega