0.01Open0.01Pre Close797 Volume12.85K Open Interest99.00Strike Price797.00Turnover390.45%IV14.99%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0044Delta0.0018Gamma11645.00Leverage Ratio-0.4315Theta0.0000Rho-50.81Eff Leverage0.0002Vega