0.28Open0.75Pre Close26 Volume411 Open Interest27.00Strike Price790.00Turnover55.49%IV4.86%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.2537Delta0.2102Gamma103.76Leverage Ratio-0.0621Theta0.0007Rho26.32Eff Leverage0.0088Vega