2.65Open1.54Pre Close3 Volume34 Open Interest30.00Strike Price795.00Turnover128.12%IV1.37%PremiumNov 15, 2024Expiry Date2.21Intrinsic Value100Multiplier5DDays to Expiry0.44Extrinsic Value100Contract SizeAmericanOptions Type0.7145Delta0.0728Gamma10.31Leverage Ratio-0.1797Theta0.0025Rho7.36Eff Leverage0.0124Vega