0.05Open0.04Pre Close125 Volume1.09K Open Interest3.50Strike Price793.00Turnover60.84%IV3.66%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.3959Delta1.7265Gamma54.62Leverage Ratio-0.0116Theta-0.0001Rho-21.62Eff Leverage0.0014Vega