0.21Open0.17Pre Close32 Volume42 Open Interest160.00Strike Price791.00Turnover48.91%IV6.95%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.0760Delta0.0166Gamma572.10Leverage Ratio-0.1465Theta-0.0013Rho-43.49Eff Leverage0.0252Vega