2.65Open3.40Pre Close3 Volume12 Open Interest100.00Strike Price795.00Turnover41.36%IV0.87%PremiumAug 16, 2024Expiry Date1.80Intrinsic Value100Multiplier3DDays to Expiry0.85Extrinsic Value100Contract SizeAmericanOptions Type-0.6693Delta0.0952Gamma38.14Leverage Ratio-0.2201Theta-0.0054Rho-25.52Eff Leverage0.0335Vega