0.16Open0.16Pre Close52 Volume1.69K Open Interest25.50Strike Price781.00Turnover40.78%IV4.33%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.1811Delta0.2206Gamma241.36Leverage Ratio-0.0351Theta-0.0006Rho-43.71Eff Leverage0.0077Vega