7.95Open8.18Pre Close1 Volume6 Open Interest212.50Strike Price795.00Turnover1847.51%IV0.61%PremiumJan 3, 2025Expiry Date6.61Intrinsic Value100Multiplier-1DDays to Expiry1.34Extrinsic Value100Contract SizeAmericanOptions Type0.8361Delta0.0360Gamma30.75Leverage Ratio-807.2806Theta0.0000Rho25.71Eff Leverage0.0009Vega