0.30Open0.34Pre Close26 Volume4.40K Open Interest17.00Strike Price797.00Turnover32.20%IV3.21%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.3710Delta0.3350Gamma53.25Leverage Ratio-0.0137Theta-0.0025Rho-19.75Eff Leverage0.0133Vega