0.20Open0.21Pre Close40 Volume613 Open Interest20.00Strike Price800.00Turnover65.57%IV22.80%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.1487Delta0.0828Gamma82.25Leverage Ratio-0.0135Theta0.0015Rho12.23Eff Leverage0.0099Vega