0.12Open0.15Pre Close32.17K Volume21.21K Open Interest16.00Strike Price795.41KTurnover102.76%IV6.65%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type0.3563Delta0.2437Gamma43.83Leverage Ratio-0.0892Theta0.0005Rho15.61Eff Leverage0.0055Vega