0.30Open0.19Pre Close31 Volume43 Open Interest5.00Strike Price795.00Turnover200.88%IV3.29%PremiumNov 15, 2024Expiry Date0.14Intrinsic Value100Multiplier1DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type-0.5978Delta0.7438Gamma17.67Leverage Ratio-0.1366Theta-0.0001Rho-10.56Eff Leverage0.0010Vega