3.55Open3.30Pre Close2 Volume89 Open Interest185.00Strike Price795.00Turnover39.54%IV7.13%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry4.40Extrinsic Value100Contract SizeAmericanOptions Type-0.2817Delta0.0175Gamma54.78Leverage Ratio-0.1367Theta-0.0331Rho-15.43Eff Leverage0.1645Vega