7.90Open9.10Pre Close1 Volume33 Open Interest45.50Strike Price790.00Turnover100.37%IV0.75%PremiumOct 11, 2024Expiry Date7.50Intrinsic Value100Multiplier4DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.9314Delta0.0227Gamma6.71Leverage Ratio-0.0878Theta0.0050Rho6.25Eff Leverage0.0077Vega