0.35Open0.30Pre Close20 Volume162 Open Interest13.00Strike Price790.00Turnover36.24%IV4.08%PremiumAug 16, 2024Expiry Date0.02Intrinsic Value100Multiplier24DDays to Expiry0.53Extrinsic Value100Contract SizeAmericanOptions Type-0.4756Delta0.3300Gamma30.54Leverage Ratio-0.0092Theta-0.0038Rho-14.52Eff Leverage0.0134Vega