0.03Open0.07Pre Close231 Volume789 Open Interest4.50Strike Price793.00Turnover178.10%IV23.20%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0744Delta0.1264Gamma145.50Leverage Ratio-0.0174Theta-0.0001Rho-10.82Eff Leverage0.0009Vega