0.12Open0.20Pre Close100 Volume727 Open Interest25.00Strike Price797.00Turnover190.87%IV52.90%PremiumJul 31, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.06Extrinsic Value100Contract SizeEuropeanOptions Type0.0425Delta0.0241Gamma273.17Leverage Ratio-0.0324Theta0.0001Rho11.61Eff Leverage0.0018Vega