0.65Open0.75Pre Close13 Volume1.40K Open Interest35.00Strike Price797.00Turnover16.90%IV0.98%PremiumJul 19, 2024Expiry Date0.27Intrinsic Value100Multiplier16DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type-0.5614Delta0.3298Gamma57.88Leverage Ratio-0.0129Theta-0.0070Rho-32.50Eff Leverage0.0286Vega