0.25Open0.20Pre Close32 Volume138 Open Interest1.00Strike Price790.00Turnover231.94%IV15.21%PremiumMay 16, 2025Expiry Date0.09Intrinsic Value100Multiplier15DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type0.6705Delta0.6994Gamma4.34Leverage Ratio-0.0064Theta0.0002Rho2.91Eff Leverage0.0008Vega