0.15Open0.15Pre Close53 Volume319 Open Interest3.00Strike Price795.00Turnover96.72%IV14.41%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.2808Delta0.4428Gamma22.20Leverage Ratio-0.0062Theta-0.0006Rho-6.23Eff Leverage0.0027Vega