0.14Open0.18Pre Close59 Volume619 Open Interest97.00Strike Price791.00Turnover47.81%IV8.44%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.0909Delta0.0338Gamma497.78Leverage Ratio-0.0818Theta0.0010Rho45.25Eff Leverage0.0166Vega