0.60Open0.43Pre Close19 Volume528 Open Interest121.00Strike Price795.00Turnover48.80%IV1.80%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.2981Delta0.0917Gamma169.53Leverage Ratio-0.5216Theta-0.0014Rho-50.53Eff Leverage0.0269Vega