0.12Open0.13Pre Close173 Volume320 Open Interest105.00Strike Price803.00Turnover37.48%IV2.66%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0617Delta0.0719Gamma2274.00Leverage Ratio-0.1402Theta0.0001Rho140.39Eff Leverage0.0055Vega