0.99Open0.87Pre Close8 Volume475 Open Interest45.00Strike Price792.00Turnover22.50%IV0.45%PremiumDec 13, 2024Expiry Date0.79Intrinsic Value100Multiplier2DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.8570Delta0.3199Gamma52.95Leverage Ratio-0.0351Theta-0.0016Rho-45.37Eff Leverage0.0073Vega