0.25Open0.05Pre Close134 Volume18.64K Open Interest21.00Strike Price797.00Turnover110.68%IV22.10%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0368Delta0.0208Gamma448.00Leverage Ratio-0.0229Theta-0.0002Rho-16.49Eff Leverage0.0028Vega