0.05Open0.06Pre Close141 Volume260 Open Interest58.00Strike Price811.00Turnover36.90%IV6.69%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0559Delta0.0528Gamma1088.40Leverage Ratio-0.0262Theta0.0003Rho60.83Eff Leverage0.0065Vega