0.03Open0.03Pre Close255 Volume6.38K Open Interest2.50Strike Price795.00Turnover154.59%IV56.44%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1764Delta0.4184Gamma32.60Leverage Ratio-0.0037Theta0.0001Rho5.75Eff Leverage0.0010Vega