7.95Open8.93Pre Close1 Volume922 Open Interest150.00Strike Price795.00Turnover44.01%IV1.82%PremiumDec 20, 2024Expiry Date5.13Intrinsic Value100Multiplier16DDays to Expiry2.82Extrinsic Value100Contract SizeAmericanOptions Type0.6674Delta0.0255Gamma17.83Leverage Ratio-0.1764Theta0.0413Rho11.90Eff Leverage0.1176Vega