35.68Open32.00Pre Close206 Volume750 Open Interest300.00Strike Price790.21KTurnover76.06%IV0.66%PremiumDec 20, 2024Expiry Date37.71Intrinsic Value100Multiplier3DDays to Expiry2.24Extrinsic Value100Contract SizeAmericanOptions Type0.9483Delta0.0042Gamma8.79Leverage Ratio-0.3648Theta0.0272Rho8.34Eff Leverage0.0351Vega