1.52Open2.35Pre Close5 Volume309 Open Interest134.00Strike Price796.00Turnover102.60%IV0.62%PremiumDec 6, 2024Expiry Date0.67Intrinsic Value100Multiplier0DDays to Expiry0.83Extrinsic Value100Contract SizeAmericanOptions Type0.3278Delta0.1020Gamma80.40Leverage Ratio-2.6357Theta0.0003Rho26.35Eff Leverage0.0125Vega