1.27Open1.08Pre Close6 Volume45 Open Interest9.50Strike Price792.00Turnover8306.16%IV1.05%PremiumOct 18, 2024Expiry Date0.99Intrinsic Value100Multiplier0DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.9472Delta0.1634Gamma9.71Leverage Ratio-163.2497Theta0.0000Rho9.20Eff Leverage0.0000Vega