0.53Open0.54Pre Close15 Volume23 Open Interest2.50Strike Price795.00Turnover2547.09%IV-1.03%PremiumNov 29, 2024Expiry Date0.55Intrinsic Value100Multiplier0DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.7357Delta0.5318Gamma3.07Leverage Ratio-1.8146Theta0.0000Rho-2.26Eff Leverage0.0001Vega