0.35Open0.45Pre Close22 Volume1.80K Open Interest2.00Strike Price801.00Turnover133.41%IV1.79%PremiumJul 19, 2024Expiry Date0.32Intrinsic Value100Multiplier6DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.8011Delta0.9021Gamma4.80Leverage Ratio-0.0060Theta-0.0003Rho-3.85Eff Leverage0.0007Vega