4.05Open4.05Pre Close2 Volume21 Open Interest1.00Strike Price805.00Turnover2140.55%IV-5.30%PremiumJul 26, 2024Expiry Date4.28Intrinsic Value100Multiplier4DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9692Delta0.0058Gamma1.11Leverage Ratio-0.1129Theta0.0000Rho1.07Eff Leverage0.0004Vega