0.75Open0.71Pre Close11 Volume174 Open Interest10.00Strike Price798.00Turnover70.36%IV5.11%PremiumJul 19, 2024Expiry Date0.18Intrinsic Value100Multiplier14DDays to Expiry0.57Extrinsic Value100Contract SizeAmericanOptions Type0.5984Delta0.2699Gamma14.54Leverage Ratio-0.0203Theta0.0021Rho8.70Eff Leverage0.0079Vega