0.50Open0.32Pre Close26.47K Volume9.46K Open Interest26.00Strike Price802.98KTurnover68.77%IV0.19%PremiumJul 12, 2024Expiry Date0.05Intrinsic Value100Multiplier-1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.6104Delta2.1174Gamma260.50Leverage Ratio-0.9558Theta0.0000Rho159.02Eff Leverage0.0010Vega