0.11Open0.09Pre Close92 Volume429 Open Interest172.50Strike Price799.00Turnover25.11%IV4.53%PremiumNov 8, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0377Delta0.0204Gamma2751.33Leverage Ratio-0.0396Theta0.0006Rho103.65Eff Leverage0.0131Vega