1.98Open0.80Pre Close4 Volume173 Open Interest84.00Strike Price792.00Turnover51.76%IV0.60%PremiumJan 17, 2025Expiry Date1.47Intrinsic Value100Multiplier2DDays to Expiry0.52Extrinsic Value100Contract SizeAmericanOptions Type0.6933Delta0.1029Gamma38.85Leverage Ratio-0.3132Theta0.0034Rho26.93Eff Leverage0.0232Vega