0.40Open0.29Pre Close62 Volume288 Open Interest12.00Strike Price781.00Turnover76.53%IV6.94%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1925Delta0.3762Gamma150.87Leverage Ratio-0.0391Theta0.0001Rho29.04Eff Leverage0.0026Vega