0.07Open0.08Pre Close116 Volume82.09K Open Interest515.00Strike Price797.00Turnover43.19%IV15.09%PremiumJan 31, 2025Expiry Date0.00Intrinsic Value100Multiplier8DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.0054Delta0.0004Gamma8663.43Leverage Ratio-0.0310Theta-0.0006Rho-47.05Eff Leverage0.0143Vega