0.06Open0.49Pre Close98 Volume609 Open Interest69.00Strike Price786.00Turnover80.09%IV9.47%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0239Delta0.0199Gamma2522.40Leverage Ratio-0.0250Theta0.0000Rho60.23Eff Leverage0.0020Vega