0.02Open0.02Pre Close789 Volume6.44K Open Interest235.00Strike Price792.00Turnover1030.19%IV5.30%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier-2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0058Delta0.0030Gamma24813.00Leverage Ratio-23.6838Theta0.0000Rho-142.84Eff Leverage0.0001Vega