0.13Open0.11Pre Close72 Volume65 Open Interest28.50Strike Price790.00Turnover31.19%IV3.27%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.1655Delta0.2468Gamma266.73Leverage Ratio-0.0279Theta-0.0006Rho-44.16Eff Leverage0.0080Vega