4.05Open2.01Pre Close2 Volume103 Open Interest23.50Strike Price797.00Turnover208.62%IV0.51%PremiumJan 10, 2025Expiry Date3.82Intrinsic Value100Multiplier0DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.9885Delta0.0206Gamma5.15Leverage Ratio-0.0389Theta-0.0002Rho-5.09Eff Leverage0.0002Vega