0.95Open0.85Pre Close10 Volume17 Open Interest10.00Strike Price795.00Turnover75.24%IV3.35%PremiumNov 15, 2024Expiry Date0.45Intrinsic Value100Multiplier22DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.6342Delta0.1919Gamma10.20Leverage Ratio-0.0171Theta0.0035Rho6.47Eff Leverage0.0098Vega