0.63Open0.70Pre Close12 Volume343 Open Interest32.50Strike Price791.00Turnover83.26%IV19.67%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.66Extrinsic Value100Contract SizeAmericanOptions Type0.2447Delta0.0571Gamma38.22Leverage Ratio-0.0425Theta0.0034Rho9.35Eff Leverage0.0208Vega