3.91Open4.13Pre Close2 Volume8 Open Interest23.50Strike Price787.00Turnover301.90%IV-0.79%PremiumJul 26, 2024Expiry Date4.18Intrinsic Value100Multiplier0DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9386Delta0.0402Gamma6.79Leverage Ratio-0.3743Theta0.0003Rho6.38Eff Leverage0.0012Vega