0.35Open0.30Pre Close20 Volume162 Open Interest13.00Strike Price790.00Turnover33.33%IV3.86%PremiumAug 16, 2024Expiry Date0.05Intrinsic Value100Multiplier24DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type-0.4875Delta0.3613Gamma28.78Leverage Ratio-0.0084Theta-0.0038Rho-14.03Eff Leverage0.0133Vega