0.88Open1.22Pre Close12 Volume38 Open Interest61.00Strike Price789.00Turnover43.98%IV2.32%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.52Extrinsic Value100Contract SizeAmericanOptions Type-0.3337Delta0.1635Gamma123.83Leverage Ratio-0.1804Theta-0.0013Rho-41.32Eff Leverage0.0184Vega