3.20Open4.65Pre Close3 Volume245 Open Interest115.00Strike Price790.00Turnover57.99%IV0.65%PremiumSep 20, 2024Expiry Date1.61Intrinsic Value100Multiplier0DDays to Expiry0.74Extrinsic Value100Contract SizeAmericanOptions Type-0.9623Delta0.0770Gamma66.70Leverage Ratio-0.4107Theta-0.0002Rho-64.19Eff Leverage0.0015Vega