0.20Open0.38Pre Close40 Volume3.46K Open Interest28.00Strike Price795.00Turnover86.01%IV5.67%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.3487Delta0.1256Gamma40.98Leverage Ratio-0.0945Theta0.0014Rho14.29Eff Leverage0.0127Vega