0.75Open0.95Pre Close12 Volume940 Open Interest100.00Strike Price797.00Turnover19.17%IV3.34%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.62Extrinsic Value100Contract SizeAmericanOptions Type0.2702Delta0.0865Gamma157.05Leverage Ratio-0.0446Theta0.0108Rho42.43Eff Leverage0.0660Vega