0.01Open0.01Pre Close783 Volume6.90K Open Interest92.00Strike Price795.00Turnover26.20%IV0.49%PremiumOct 21, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0740Delta0.4637Gamma9244.00Leverage Ratio-0.3609Theta0.0000Rho-684.23Eff Leverage0.0016Vega