0.71Open1.57Pre Close14 Volume178 Open Interest57.50Strike Price796.00Turnover211.89%IV0.07%PremiumJul 19, 2024Expiry Date0.46Intrinsic Value100Multiplier0DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.6066Delta0.2118Gamma59.45Leverage Ratio-4.4894Theta0.0001Rho36.06Eff Leverage0.0033Vega