2.89Open3.27Pre Close4 Volume166 Open Interest43.00Strike Price790.00Turnover61.85%IV2.01%PremiumAug 16, 2024Expiry Date0.66Intrinsic Value100Multiplier1DDays to Expiry0.85Extrinsic Value100Contract SizeAmericanOptions Type-0.6446Delta0.2233Gamma39.76Leverage Ratio-0.2478Theta-0.0011Rho-25.63Eff Leverage0.0101Vega