0.61Open0.55Pre Close13 Volume600 Open Interest27.00Strike Price796.00Turnover42.97%IV5.93%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.67Extrinsic Value100Contract SizeAmericanOptions Type0.3952Delta0.1513Gamma38.70Leverage Ratio-0.0277Theta0.0050Rho15.29Eff Leverage0.0228Vega