0.53Open5.00Pre Close15 Volume20 Open Interest561.00Strike Price795.00Turnover20.11%IV2.46%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.53Extrinsic Value100Contract SizeAmericanOptions Type-0.1006Delta0.0160Gamma1084.11Leverage Ratio-0.2690Theta-0.0049Rho-109.05Eff Leverage0.0965Vega