0.68Open1.75Pre Close10 Volume54 Open Interest1370.00Strike Price796.00Turnover124.47%IV11.95%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.73Extrinsic Value100Contract SizeAmericanOptions Type-0.0200Delta0.0005Gamma2130.36Leverage Ratio-2.3388Theta-0.0008Rho-42.52Eff Leverage0.0379Vega