0.75Open0.95Pre Close12 Volume947 Open Interest100.00Strike Price797.00Turnover27.24%IV3.34%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.62Extrinsic Value100Contract SizeAmericanOptions Type0.3398Delta0.0669Gamma81.14Leverage Ratio-0.0691Theta0.0136Rho27.57Eff Leverage0.0736Vega