2.05Open1.80Pre Close4 Volume185 Open Interest4800.00Strike Price791.00Turnover38.97%IV6.87%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry1.96Extrinsic Value100Contract SizeAmericanOptions Type-0.0272Delta0.0003Gamma2544.26Leverage Ratio-1.4039Theta-0.0119Rho-69.12Eff Leverage0.3095Vega