2.30Open2.42Pre Close5.32K Volume3.97K Open Interest18.00Strike Price792.31KTurnover183.96%IV5.17%PremiumDec 20, 2024Expiry Date0.58Intrinsic Value100Multiplier3DDays to Expiry0.96Extrinsic Value100Contract SizeAmericanOptions Type0.5662Delta0.1271Gamma12.10Leverage Ratio-0.2162Theta0.0008Rho6.85Eff Leverage0.0066Vega