0.71Open1.57Pre Close14 Volume178 Open Interest57.50Strike Price796.00Turnover312.67%IV0.07%PremiumJul 19, 2024Expiry Date0.46Intrinsic Value100Multiplier0DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.6065Delta0.2118Gamma59.45Leverage Ratio-9.7677Theta0.0000Rho36.05Eff Leverage0.0022Vega