0.05Open0.05Pre Close66 Volume179 Open Interest12.50Strike Price796.00Turnover168.80%IV1.74%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.2558Delta1.0013Gamma253.40Leverage Ratio-0.6399Theta0.0000Rho-64.82Eff Leverage0.0006Vega