0.02Open0.01Pre Close631 Volume6.13K Open Interest88.00Strike Price781.00Turnover132.04%IV28.22%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0022Delta0.0005Gamma12259.00Leverage Ratio-0.0092Theta0.0000Rho-27.49Eff Leverage0.0008Vega