0.50Open0.60Pre Close17 Volume48 Open Interest3.00Strike Price795.00Turnover72.15%IV3.60%PremiumNov 15, 2024Expiry Date0.33Intrinsic Value100Multiplier20DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.7609Delta0.5438Gamma7.84Leverage Ratio-0.0046Theta0.0012Rho5.96Eff Leverage0.0025Vega