3.99Open5.40Pre Close2 Volume9 Open Interest35.00Strike Price798.00Turnover68.09%IV1.19%PremiumJan 17, 2025Expiry Date3.53Intrinsic Value100Multiplier20DDays to Expiry0.46Extrinsic Value100Contract SizeAmericanOptions Type0.7549Delta0.0504Gamma8.38Leverage Ratio-0.0509Theta0.0138Rho6.32Eff Leverage0.0288Vega