1.82Open6.05Pre Close4.68K Volume1.71K Open Interest202.50Strike Price797.58KTurnover180.95%IV-0.12%PremiumJul 12, 2024Expiry Date2.44Intrinsic Value100Multiplier-1DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.7409Delta0.0840Gamma67.19Leverage Ratio-16.0767Theta0.0002Rho49.78Eff Leverage0.0069Vega