1.17Open0.74Pre Close7 Volume301 Open Interest36.00Strike Price801.00Turnover23.19%IV0.09%PremiumJul 26, 2024Expiry Date1.05Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.9146Delta0.2317Gamma32.66Leverage Ratio-0.0134Theta-0.0018Rho-29.88Eff Leverage0.0050Vega