0.58Open0.40Pre Close89 Volume98 Open Interest785.00Strike Price779.00Turnover300.73%IV5.15%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0082Delta0.0012Gamma16552.20Leverage Ratio-9.1465Theta0.0000Rho-135.34Eff Leverage0.0014Vega