0.11Open0.65Pre Close111 Volume415 Open Interest82.00Strike Price783.00Turnover16.52%IV0.07%PremiumAug 9, 2024Expiry Date0.04Intrinsic Value100Multiplier0DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.5833Delta1.9982Gamma820.40Leverage Ratio-0.5221Theta0.0001Rho478.58Eff Leverage0.0046Vega