0.34Open1.28Pre Close33 Volume32 Open Interest14.00Strike Price792.00Turnover48.79%IV0.64%PremiumDec 6, 2024Expiry Date0.14Intrinsic Value100Multiplier2DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.6102Delta0.6902Gamma47.13Leverage Ratio-0.0516Theta0.0005Rho28.76Eff Leverage0.0044Vega