2.66Open2.30Pre Close3 Volume286 Open Interest200.00Strike Price790.00Turnover18.22%IV1.88%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry2.60Extrinsic Value100Contract SizeAmericanOptions Type-0.4150Delta0.0508Gamma84.71Leverage Ratio-0.0851Theta-0.0328Rho-35.15Eff Leverage0.1654Vega