0.02Open0.04Pre Close772 Volume1.93K Open Interest86.00Strike Price796.00Turnover147.43%IV19.66%PremiumSep 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0037Delta0.0013Gamma10703.14Leverage Ratio-0.0100Theta0.0000Rho-39.16Eff Leverage0.0006Vega