0.42Open0.35Pre Close20 Volume670 Open Interest27.00Strike Price796.00Turnover35.19%IV5.72%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type0.3005Delta0.1826Gamma73.89Leverage Ratio-0.0218Theta0.0033Rho22.21Eff Leverage0.0188Vega