0.92Open0.85Pre Close9 Volume469 Open Interest125.00Strike Price796.00Turnover49.41%IV17.62%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier32DDays to Expiry0.91Extrinsic Value100Contract SizeAmericanOptions Type-0.0837Delta0.0070Gamma167.37Leverage Ratio-0.0512Theta-0.0107Rho-14.01Eff Leverage0.0688Vega