1.99Open2.18Pre Close4 Volume3.65K Open Interest19.00Strike Price796.00Turnover63.03%IV1.16%PremiumNov 15, 2024Expiry Date1.79Intrinsic Value100Multiplier25DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.6949Delta0.1258Gamma7.65Leverage Ratio-0.0187Theta-0.0079Rho-5.31Eff Leverage0.0157Vega