0.50Open0.88Pre Close14 Volume156 Open Interest7.50Strike Price797.00Turnover1918.50%IV0.00%PremiumNov 15, 2024Expiry Date0.46Intrinsic Value100Multiplier0DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9316Delta0.4040Gamma16.76Leverage Ratio-12.5189Theta0.0000Rho15.61Eff Leverage0.0000Vega