0.45Open0.50Pre Close10 Volume73 Open Interest84.00Strike Price795.00Turnover41.39%IV3.85%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry1.05Extrinsic Value100Contract SizeAmericanOptions Type0.2465Delta0.1007Gamma172.42Leverage Ratio-0.1660Theta0.0017Rho42.49Eff Leverage0.0239Vega