7.97Open7.45Pre Close1 Volume13 Open Interest57.00Strike Price797.00Turnover4971.91%IV3.80%PremiumNov 29, 2024Expiry Date5.59Intrinsic Value100Multiplier0DDays to Expiry2.38Extrinsic Value100Contract SizeAmericanOptions Type0.8939Delta0.0385Gamma10.89Leverage Ratio-502.4107Theta0.0000Rho9.73Eff Leverage0.0002Vega