7.93Open8.05Pre Close1 Volume174 Open Interest42.50Strike Price793.00Turnover62.13%IV0.64%PremiumNov 15, 2024Expiry Date7.61Intrinsic Value100Multiplier22DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type0.8804Delta0.0262Gamma6.11Leverage Ratio-0.0390Theta0.0215Rho5.38Eff Leverage0.0245Vega