1.00Open0.82Pre Close10 Volume1.27K Open Interest41.50Strike Price793.00Turnover23.39%IV0.44%PremiumDec 20, 2024Expiry Date0.56Intrinsic Value100Multiplier3DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type-0.7778Delta0.3404Gamma57.26Leverage Ratio-0.0395Theta-0.0023Rho-44.54Eff Leverage0.0113Vega