0.12Open0.07Pre Close33 Volume264 Open Interest10.50Strike Price799.00Turnover2000.79%IV-0.09%PremiumOct 11, 2024Expiry Date0.24Intrinsic Value100Multiplier0DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9322Delta0.7847Gamma42.96Leverage Ratio-48.0478Theta0.0000Rho40.05Eff Leverage0.0000Vega