2.01Open3.35Pre Close4 Volume3 Open Interest8.00Strike Price795.00Turnover511.63%IV0.20%PremiumDec 27, 2024Expiry Date1.95Intrinsic Value100Multiplier3DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.7579Delta0.0657Gamma3.66Leverage Ratio-0.2522Theta0.0004Rho2.77Eff Leverage0.0029Vega