5.80Open3.60Pre Close2 Volume312 Open Interest485.00Strike Price830.00Turnover29.03%IV1.70%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry2.50Extrinsic Value100Contract SizeAmericanOptions Type-0.3376Delta0.0240Gamma141.25Leverage Ratio-0.6819Theta-0.0178Rho-47.69Eff Leverage0.1920Vega