0.75Open0.95Pre Close12 Volume947 Open Interest100.00Strike Price797.00Turnover27.31%IV3.34%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.62Extrinsic Value100Contract SizeAmericanOptions Type0.3397Delta0.0669Gamma81.14Leverage Ratio-0.0694Theta0.0135Rho27.57Eff Leverage0.0734Vega