2.65Open2.50Pre Close3 Volume40 Open Interest32.00Strike Price795.00Turnover48.48%IV-0.03%PremiumJan 17, 2025Expiry Date2.66Intrinsic Value100Multiplier6DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.9060Delta0.0930Gamma10.77Leverage Ratio-0.0210Theta-0.0037Rho-9.75Eff Leverage0.0065Vega