0.70Open1.55Pre Close7 Volume134 Open Interest81.50Strike Price796.00Turnover90.76%IV0.44%PremiumAug 30, 2024Expiry Date0.55Intrinsic Value100Multiplier0DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type-0.7842Delta0.4469Gamma124.54Leverage Ratio-3.3283Theta0.0000Rho-97.67Eff Leverage0.0021Vega