0.13Open0.15Pre Close54 Volume425 Open Interest74.00Strike Price797.00Turnover42.46%IV4.00%PremiumNov 8, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.1455Delta0.0936Gamma396.17Leverage Ratio-0.1128Theta0.0007Rho57.65Eff Leverage0.0131Vega