1.35Open1.76Pre Close6 Volume1.71K Open Interest115.00Strike Price806.00Turnover31.10%IV6.27%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry1.32Extrinsic Value100Contract SizeAmericanOptions Type-0.2307Delta0.0310Gamma88.21Leverage Ratio-0.0568Theta-0.0177Rho-20.35Eff Leverage0.0962Vega