1.59Open2.38Pre Close5 Volume18 Open Interest36.00Strike Price795.00Turnover81.97%IV14.78%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry1.59Extrinsic Value100Contract SizeAmericanOptions Type0.3720Delta0.0545Gamma20.60Leverage Ratio-0.0555Theta0.0071Rho7.66Eff Leverage0.0320Vega