1.59Open1.53Pre Close5 Volume31 Open Interest58.00Strike Price795.00Turnover93.58%IV0.34%PremiumJul 5, 2024Expiry Date1.40Intrinsic Value100Multiplier0DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type-0.7089Delta0.1424Gamma31.01Leverage Ratio-0.5504Theta-0.0008Rho-21.99Eff Leverage0.0088Vega