0.50Open1.20Pre Close83 Volume167 Open Interest477.50Strike Price791.00Turnover66.04%IV13.04%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type-0.0079Delta0.0007Gamma6457.29Leverage Ratio-0.0741Theta-0.0003Rho-50.73Eff Leverage0.0105Vega