0.85Open1.15Pre Close9 Volume785 Open Interest125.00Strike Price795.00Turnover21.09%IV4.18%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.90Extrinsic Value100Contract SizeAmericanOptions Type-0.2228Delta0.0450Gamma148.02Leverage Ratio-0.0430Theta-0.0155Rho-32.98Eff Leverage0.0939Vega