1.96Open1.85Pre Close4 Volume237 Open Interest100.00Strike Price796.00Turnover60.79%IV0.98%PremiumOct 25, 2024Expiry Date1.02Intrinsic Value100Multiplier2DDays to Expiry0.97Extrinsic Value100Contract SizeAmericanOptions Type-0.5858Delta0.0932Gamma44.49Leverage Ratio-0.5415Theta-0.0027Rho-26.06Eff Leverage0.0268Vega