0.82Open0.48Pre Close12 Volume41 Open Interest128.00Strike Price798.00Turnover31.47%IV1.28%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.62Extrinsic Value100Contract SizeAmericanOptions Type0.3072Delta0.1828Gamma338.67Leverage Ratio-0.4120Theta0.0009Rho104.03Eff Leverage0.0215Vega