0.52Open0.76Pre Close13 Volume2.65K Open Interest5.50Strike Price799.00Turnover117.11%IV1.40%PremiumAug 2, 2024Expiry Date0.57Intrinsic Value100Multiplier4DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.8521Delta0.2818Gamma10.37Leverage Ratio-0.0213Theta0.0006Rho8.83Eff Leverage0.0016Vega