7.95Open9.30Pre Close1 Volume2 Open Interest280.00Strike Price795.00Turnover30.12%IV3.11%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry7.95Extrinsic Value100Contract SizeAmericanOptions Type0.5161Delta0.0186Gamma32.66Leverage Ratio-0.1988Theta0.0876Rho16.86Eff Leverage0.2830Vega