7.90Open8.90Pre Close1 Volume647 Open Interest150.00Strike Price790.00Turnover31.38%IV2.39%PremiumJul 19, 2024Expiry Date4.21Intrinsic Value100Multiplier13DDays to Expiry3.69Extrinsic Value100Contract SizeAmericanOptions Type0.6965Delta0.0369Gamma24.10Leverage Ratio-0.1348Theta0.0386Rho16.78Eff Leverage0.1054Vega