7.97Open7.45Pre Close1 Volume13 Open Interest57.00Strike Price797.00Turnover3759.31%IV3.80%PremiumNov 29, 2024Expiry Date5.59Intrinsic Value100Multiplier0DDays to Expiry2.38Extrinsic Value100Contract SizeAmericanOptions Type0.8600Delta0.0413Gamma10.89Leverage Ratio-309.6804Theta0.0000Rho9.36Eff Leverage0.0003Vega