4.00Open3.23Pre Close2 Volume21 Open Interest37.00Strike Price800.00Turnover72.22%IV5.55%PremiumAug 16, 2024Expiry Date2.06Intrinsic Value100Multiplier22DDays to Expiry1.94Extrinsic Value100Contract SizeAmericanOptions Type-0.5735Delta0.0626Gamma9.44Leverage Ratio-0.0524Theta-0.0126Rho-5.42Eff Leverage0.0342Vega