0.45Open0.86Pre Close30 Volume149 Open Interest865.00Strike Price794.00Turnover30.84%IV5.96%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type-0.0264Delta0.0021Gamma3065.03Leverage Ratio-0.1853Theta-0.0024Rho-80.96Eff Leverage0.0585Vega