0.38Open0.31Pre Close18 Volume977 Open Interest11.00Strike Price791.00Turnover42.29%IV5.38%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier30DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type-0.4217Delta0.2890Gamma24.78Leverage Ratio-0.0083Theta-0.0038Rho-10.45Eff Leverage0.0126Vega