1.26Open1.16Pre Close18 Volume579 Open Interest46.00Strike Price796.00Turnover56.04%IV1.42%PremiumJul 5, 2024Expiry Date0.20Intrinsic Value100Multiplier0DDays to Expiry0.65Extrinsic Value100Contract SizeAmericanOptions Type-0.5508Delta0.2916Gamma71.01Leverage Ratio-0.4293Theta-0.0007Rho-39.11Eff Leverage0.0096Vega