0.50Open0.20Pre Close24 Volume134 Open Interest180.00Strike Price796.00Turnover41.41%IV15.72%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.0328Delta0.0036Gamma776.18Leverage Ratio-0.0361Theta-0.0034Rho-25.45Eff Leverage0.0364Vega