0.28Open0.11Pre Close23 Volume286 Open Interest41.50Strike Price788.00Turnover43.85%IV0.31%PremiumAug 9, 2024Expiry Date0.33Intrinsic Value100Multiplier0DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.6497Delta0.4115Gamma76.05Leverage Ratio-0.1977Theta0.0006Rho49.41Eff Leverage0.0076Vega