0.19Open0.20Pre Close80 Volume58 Open Interest415.00Strike Price790.00Turnover89.53%IV25.41%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.0085Delta0.0008Gamma3894.24Leverage Ratio-0.0638Theta0.0003Rho33.26Eff Leverage0.0080Vega