2.05Open0.68Pre Close6 Volume8 Open Interest23.50Strike Price798.00Turnover627.51%IV0.35%PremiumDec 13, 2024Expiry Date0.53Intrinsic Value100Multiplier0DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.5773Delta0.1931Gamma21.67Leverage Ratio-5.6509Theta0.0000Rho-12.51Eff Leverage0.0013Vega