0.12Open0.20Pre Close78 Volume510 Open Interest6.00Strike Price808.00Turnover80.67%IV17.15%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.1885Delta0.3481Gamma69.20Leverage Ratio-0.0085Theta0.0003Rho13.04Eff Leverage0.0026Vega