0.02Open0.02Pre Close305 Volume9.20K Open Interest145.00Strike Price796.00Turnover76.70%IV9.80%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0111Delta0.0055Gamma6604.00Leverage Ratio-0.0200Theta0.0000Rho73.19Eff Leverage0.0020Vega