0.15Open0.20Pre Close66 Volume238 Open Interest9.50Strike Price792.00Turnover2139.28%IV9.79%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1083Delta0.3141Gamma289.33Leverage Ratio-14.6995Theta0.0000Rho31.34Eff Leverage0.0001Vega