2.75Open1.67Pre Close3 Volume541 Open Interest35.00Strike Price795.00Turnover46.10%IV1.18%PremiumAug 16, 2024Expiry Date2.16Intrinsic Value100Multiplier18DDays to Expiry0.44Extrinsic Value100Contract SizeAmericanOptions Type0.7413Delta0.0827Gamma12.81Leverage Ratio-0.0371Theta0.0129Rho9.50Eff Leverage0.0275Vega