0.30Open0.68Pre Close23 Volume912 Open Interest70.00Strike Price791.00Turnover51.54%IV21.43%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type0.0941Delta0.0216Gamma178.18Leverage Ratio-0.0267Theta0.0035Rho16.78Eff Leverage0.0254Vega