0.15Open1.10Pre Close54 Volume323 Open Interest182.50Strike Price795.00Turnover666.69%IV1.99%PremiumSep 6, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0583Delta0.0487Gamma3102.33Leverage Ratio-98.8257Theta0.0000Rho-180.79Eff Leverage0.0004Vega