121.23Open88.55Pre Close52 Volume3.67K Open Interest5975.00Strike Price790.19KTurnover18.40%IV-0.17%PremiumJan 17, 2025Expiry Date147.96Intrinsic Value100Multiplier6DDays to Expiry0.00Extrinsic Value100Contract SizeEuropeanOptions Type-0.8612Delta0.0017Gamma38.00Leverage Ratio-2.0847Theta-0.7598Rho-32.72Eff Leverage1.5629Vega