3.70Open3.70Pre Close2 Volume254 Open Interest80.00Strike Price790.00Turnover17.17%IV1.41%PremiumJan 17, 2025Expiry Date3.03Intrinsic Value100Multiplier23DDays to Expiry1.17Extrinsic Value100Contract SizeAmericanOptions Type0.8260Delta0.0709Gamma23.06Leverage Ratio-0.0276Theta0.0419Rho19.05Eff Leverage0.0541Vega