0.20Open0.15Pre Close56 Volume1.03K Open Interest75.00Strike Price793.00Turnover18.61%IV2.95%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1408Delta0.1271Gamma584.00Leverage Ratio-0.0329Theta0.0017Rho82.24Eff Leverage0.0211Vega