0.30Open0.34Pre Close26 Volume44 Open Interest1.00Strike Price789.00Turnover154.34%IV5.22%PremiumAug 16, 2024Expiry Date0.25Intrinsic Value100Multiplier23DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.7776Delta0.6113Gamma3.83Leverage Ratio-0.0032Theta0.0004Rho2.98Eff Leverage0.0009Vega