2.00Open1.80Pre Close4 Volume970 Open Interest19.68Strike Price795.00Turnover56.89%IV1.36%PremiumAug 16, 2024Expiry Date1.66Intrinsic Value100Multiplier18DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type0.7618Delta0.1123Gamma10.04Leverage Ratio-0.0249Theta0.0073Rho7.65Eff Leverage0.0150Vega