3.29Open6.55Pre Close3 Volume799 Open Interest170.00Strike Price798.00Turnover71.61%IV1.30%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry2.07Extrinsic Value100Contract SizeAmericanOptions Type0.5259Delta0.1228Gamma99.92Leverage Ratio-2.5730Theta0.0006Rho52.55Eff Leverage0.0180Vega