4.00Open3.44Pre Close2 Volume537 Open Interest9.50Strike Price786.00Turnover326.66%IV4.78%PremiumJul 19, 2024Expiry Date3.25Intrinsic Value100Multiplier1DDays to Expiry0.61Extrinsic Value100Contract SizeAmericanOptions Type0.9422Delta0.0454Gamma3.84Leverage Ratio-0.0688Theta0.0003Rho3.62Eff Leverage0.0009Vega