0.60Open0.58Pre Close12.70K Volume18.96K Open Interest11.00Strike Price804.66KTurnover106.27%IV2.27%PremiumJul 26, 2024Expiry Date0.45Intrinsic Value100Multiplier3DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type-0.6358Delta0.3474Gamma15.18Leverage Ratio-0.0630Theta-0.0006Rho-9.65Eff Leverage0.0038Vega