6.52Open8.96Pre Close2.49K Volume4.28K Open Interest415.00Strike Price795.85KTurnover28.48%IV0.23%PremiumNov 1, 2024Expiry Date0.46Intrinsic Value100Multiplier0DDays to Expiry0.95Extrinsic Value100Contract SizeAmericanOptions Type-0.5229Delta0.1496Gamma297.16Leverage Ratio-2.9098Theta-0.0011Rho-155.38Eff Leverage0.0372Vega