3.90Open3.49Pre Close2 Volume2 Open Interest60.00Strike Price791.00Turnover35.34%IV1.13%PremiumAug 16, 2024Expiry Date3.37Intrinsic Value100Multiplier24DDays to Expiry0.64Extrinsic Value100Contract SizeAmericanOptions Type-0.6966Delta0.0697Gamma11.56Leverage Ratio-0.0325Theta-0.0224Rho-8.05Eff Leverage0.0511Vega