1.98Open0.80Pre Close4 Volume173 Open Interest84.00Strike Price792.00Turnover48.71%IV0.60%PremiumJan 17, 2025Expiry Date1.47Intrinsic Value100Multiplier2DDays to Expiry0.52Extrinsic Value100Contract SizeAmericanOptions Type0.7217Delta0.1044Gamma39.29Leverage Ratio-0.2793Theta0.0035Rho28.36Eff Leverage0.0222Vega