2.40Open1.50Pre Close3 Volume15 Open Interest57.50Strike Price790.00Turnover120.20%IV5.23%PremiumOct 11, 2024Expiry Date0.09Intrinsic Value100Multiplier4DDays to Expiry3.01Extrinsic Value100Contract SizeAmericanOptions Type0.5329Delta0.0521Gamma18.58Leverage Ratio-0.3677Theta0.0034Rho9.90Eff Leverage0.0252Vega