0.02Open0.04Pre Close522 Volume2.07K Open Interest8.00Strike Price797.00Turnover72.16%IV6.22%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0634Delta0.3480Gamma852.00Leverage Ratio-0.0100Theta0.0000Rho-54.01Eff Leverage0.0006Vega