3.26Open3.30Pre Close3.04K Volume1.72K Open Interest148.00Strike Price798.18KTurnover35.45%IV0.14%PremiumDec 6, 2024Expiry Date3.06Intrinsic Value100Multiplier1DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.8914Delta0.0678Gamma44.60Leverage Ratio-0.1300Theta-0.0032Rho-39.75Eff Leverage0.0147Vega