2.89Open3.27Pre Close4 Volume166 Open Interest43.00Strike Price790.00Turnover68.68%IV2.15%PremiumAug 16, 2024Expiry Date0.60Intrinsic Value100Multiplier1DDays to Expiry0.91Extrinsic Value100Contract SizeAmericanOptions Type-0.6209Delta0.2050Gamma42.40Leverage Ratio-0.2863Theta-0.0010Rho-26.33Eff Leverage0.0103Vega