2.73Open2.70Pre Close3 Volume252 Open Interest3.50Strike Price795.00Turnover0.01%IV5.26%PremiumSep 27, 2024Expiry Date2.55Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-1.0000Delta0.0000Gamma0.37Leverage Ratio0.0000Theta0.0000Rho-0.37Eff Leverage0.0000Vega