0.27Open0.18Pre Close40 Volume142 Open Interest27.00Strike Price793.00Turnover42.08%IV2.68%PremiumNov 8, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.2399Delta0.3569Gamma230.25Leverage Ratio-0.0695Theta-0.0004Rho-55.23Eff Leverage0.0064Vega