0.13Open0.16Pre Close82 Volume484 Open Interest3.00Strike Price791.00Turnover132.04%IV6.07%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.3249Delta1.0799Gamma41.73Leverage Ratio-0.0279Theta-0.0001Rho-13.56Eff Leverage0.0009Vega