5.80Open3.60Pre Close2 Volume312 Open Interest485.00Strike Price830.00Turnover28.62%IV1.70%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry2.50Extrinsic Value100Contract SizeAmericanOptions Type-0.3375Delta0.0240Gamma141.25Leverage Ratio-0.6602Theta-0.0183Rho-47.67Eff Leverage0.1948Vega