4.00Open3.92Pre Close2 Volume339 Open Interest30.00Strike Price800.00Turnover64.25%IV2.37%PremiumDec 20, 2024Expiry Date3.37Intrinsic Value100Multiplier24DDays to Expiry0.63Extrinsic Value100Contract SizeAmericanOptions Type-0.7363Delta0.0758Gamma6.74Leverage Ratio-0.0277Theta-0.0125Rho-4.96Eff Leverage0.0223Vega