0.25Open0.25Pre Close27 Volume1.06K Open Interest57.50Strike Price793.00Turnover17.58%IV3.75%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.2012Delta0.1080Gamma198.10Leverage Ratio-0.0147Theta-0.0066Rho-39.85Eff Leverage0.0416Vega