3.95Open3.30Pre Close2 Volume414 Open Interest190.00Strike Price790.00Turnover22.86%IV0.60%PremiumDec 20, 2024Expiry Date2.82Intrinsic Value100Multiplier3DDays to Expiry1.13Extrinsic Value100Contract SizeAmericanOptions Type-0.7360Delta0.0775Gamma54.57Leverage Ratio-0.1847Theta-0.0118Rho-40.16Eff Leverage0.0610Vega