0.01Open0.01Pre Close792 Volume17.27K Open Interest27.00Strike Price792.00Turnover2347.78%IV8.42%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0209Delta0.0392Gamma2947.00Leverage Ratio-23.6750Theta0.0000Rho-61.45Eff Leverage0.0000Vega