0.35Open0.30Pre Close20 Volume56 Open Interest43.00Strike Price790.00Turnover16.45%IV-0.21%PremiumJul 19, 2024Expiry Date0.44Intrinsic Value100Multiplier3DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.7149Delta0.4753Gamma77.38Leverage Ratio-0.0286Theta-0.0027Rho-55.32Eff Leverage0.0151Vega