0.03Open0.05Pre Close351 Volume1.03K Open Interest710.00Strike Price796.00Turnover471.25%IV117.49%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0010Delta0.0000Gamma16323.00Leverage Ratio-0.1066Theta0.0000Rho15.93Eff Leverage0.0006Vega