0.45Open0.50Pre Close10 Volume73 Open Interest84.00Strike Price795.00Turnover40.71%IV3.29%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry1.05Extrinsic Value100Contract SizeAmericanOptions Type0.2594Delta0.1048Gamma102.93Leverage Ratio-0.1690Theta0.0018Rho26.70Eff Leverage0.0246Vega