2.45Open2.70Pre Close3 Volume168 Open Interest5.00Strike Price790.00Turnover273.78%IV4.17%PremiumDec 20, 2024Expiry Date2.60Intrinsic Value100Multiplier22DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.7723Delta0.1881Gamma0.87Leverage Ratio-0.0106Theta-0.0022Rho-0.67Eff Leverage0.0018Vega