0.50Open0.75Pre Close19 Volume71 Open Interest175.00Strike Price797.00Turnover24.74%IV8.57%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type0.1181Delta0.0194Gamma280.99Leverage Ratio-0.0446Theta0.0120Rho33.20Eff Leverage0.0815Vega