0.35Open0.21Pre Close38 Volume255 Open Interest24.00Strike Price785.00Turnover47.66%IV5.58%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.2298Delta0.2250Gamma130.97Leverage Ratio-0.0381Theta0.0008Rho30.09Eff Leverage0.0086Vega