0.10Open0.12Pre Close60 Volume850 Open Interest4.00Strike Price794.00Turnover92.85%IV1.48%PremiumNov 22, 2024Expiry Date0.05Intrinsic Value100Multiplier2DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.5810Delta1.2616Gamma27.00Leverage Ratio-0.0277Theta0.0001Rho15.69Eff Leverage0.0013Vega