3.55Open3.30Pre Close2 Volume89 Open Interest185.00Strike Price795.00Turnover39.34%IV6.57%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry4.40Extrinsic Value100Contract SizeAmericanOptions Type-0.3010Delta0.0183Gamma48.32Leverage Ratio-0.1391Theta-0.0352Rho-14.55Eff Leverage0.1690Vega