0.35Open0.30Pre Close20 Volume56 Open Interest43.00Strike Price790.00Turnover16.30%IV-0.21%PremiumJul 19, 2024Expiry Date0.44Intrinsic Value100Multiplier4DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.7146Delta0.4753Gamma77.38Leverage Ratio-0.0280Theta-0.0028Rho-55.30Eff Leverage0.0152Vega