0.61Open0.55Pre Close13 Volume600 Open Interest27.00Strike Price796.00Turnover43.33%IV5.93%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier18DDays to Expiry0.67Extrinsic Value100Contract SizeAmericanOptions Type0.3951Delta0.1512Gamma38.70Leverage Ratio-0.0281Theta0.0049Rho15.29Eff Leverage0.0226Vega