5.10Open4.80Pre Close1.59K Volume6.26K Open Interest72.50Strike Price796.24KTurnover40.03%IV8.60%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier73DDays to Expiry4.95Extrinsic Value100Contract SizeAmericanOptions Type0.5225Delta0.0312Gamma14.56Leverage Ratio-0.0395Theta0.0649Rho7.61Eff Leverage0.1272Vega