1.75Open2.45Pre Close9 Volume76 Open Interest58.00Strike Price790.00Turnover66.45%IV0.90%PremiumJul 26, 2024Expiry Date0.43Intrinsic Value100Multiplier1DDays to Expiry0.52Extrinsic Value100Contract SizeAmericanOptions Type-0.5714Delta0.1855Gamma53.55Leverage Ratio-0.5329Theta-0.0010Rho-30.60Eff Leverage0.0125Vega