3.95Open3.30Pre Close2 Volume414 Open Interest190.00Strike Price790.00Turnover22.66%IV0.60%PremiumDec 20, 2024Expiry Date2.82Intrinsic Value100Multiplier4DDays to Expiry1.13Extrinsic Value100Contract SizeAmericanOptions Type-0.7357Delta0.0776Gamma54.57Leverage Ratio-0.1810Theta-0.0120Rho-40.15Eff Leverage0.0616Vega