0.10Open0.15Pre Close125 Volume1.14K Open Interest90.00Strike Price799.00Turnover60.46%IV8.67%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0209Delta0.0113Gamma2814.29Leverage Ratio-0.0328Theta-0.0001Rho-58.90Eff Leverage0.0037Vega