0.35Open0.30Pre Close20 Volume162 Open Interest13.00Strike Price790.00Turnover33.75%IV3.94%PremiumAug 16, 2024Expiry Date0.04Intrinsic Value100Multiplier24DDays to Expiry0.51Extrinsic Value100Contract SizeAmericanOptions Type-0.4838Delta0.3569Gamma28.80Leverage Ratio-0.0085Theta-0.0038Rho-13.93Eff Leverage0.0133Vega