1.20Open1.15Pre Close7 Volume6 Open Interest7.00Strike Price790.00Turnover137.82%IV3.58%PremiumDec 6, 2024Expiry Date0.82Intrinsic Value100Multiplier4DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type0.8023Delta0.2488Gamma8.19Leverage Ratio-0.0412Theta0.0006Rho6.57Eff Leverage0.0023Vega