0.23Open0.40Pre Close48 Volume206 Open Interest105.00Strike Price787.00Turnover77.16%IV14.72%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.0536Delta0.0145Gamma555.58Leverage Ratio-0.0880Theta0.0005Rho29.80Eff Leverage0.0106Vega