1.75Open2.45Pre Close9 Volume73 Open Interest58.00Strike Price790.00Turnover83.99%IV0.90%PremiumJul 26, 2024Expiry Date0.43Intrinsic Value100Multiplier0DDays to Expiry0.52Extrinsic Value100Contract SizeAmericanOptions Type-0.5722Delta0.1858Gamma53.55Leverage Ratio-0.6052Theta-0.0006Rho-30.64Eff Leverage0.0099Vega