0.05Open0.04Pre Close172 Volume53 Open Interest38.50Strike Price829.00Turnover25.85%IV1.11%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.2440Delta0.5705Gamma485.88Leverage Ratio-0.0794Theta-0.0003Rho-118.55Eff Leverage0.0067Vega