0.05Open0.05Pre Close238 Volume219 Open Interest2.50Strike Price790.00Turnover225.63%IV11.55%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.2114Delta0.7435Gamma55.40Leverage Ratio-0.0418Theta0.0000Rho-11.71Eff Leverage0.0005Vega