1.35Open1.25Pre Close6 Volume531 Open Interest32.50Strike Price790.00Turnover46.73%IV5.66%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry1.15Extrinsic Value100Contract SizeAmericanOptions Type-0.4013Delta0.0954Gamma27.13Leverage Ratio-0.0300Theta-0.0089Rho-10.89Eff Leverage0.0336Vega