0.45Open0.10Pre Close17 Volume51 Open Interest24.50Strike Price794.00Turnover46.79%IV-0.12%PremiumAug 30, 2024Expiry Date0.58Intrinsic Value100Multiplier1DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.8554Delta0.4045Gamma40.13Leverage Ratio-0.0790Theta0.0005Rho34.33Eff Leverage0.0027Vega