0.03Open0.01Pre Close469 Volume1.31K Open Interest380.00Strike Price802.00Turnover124.86%IV51.09%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0016Delta0.0001Gamma16767.33Leverage Ratio-0.0123Theta0.0000Rho26.51Eff Leverage0.0014Vega