1.31Open1.51Pre Close6 Volume92 Open Interest47.50Strike Price786.00Turnover51.43%IV0.11%PremiumJul 12, 2024Expiry Date1.26Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.6873Delta0.1493Gamma27.12Leverage Ratio-0.1171Theta-0.0030Rho-18.64Eff Leverage0.0164Vega