2.72Open3.29Pre Close3 Volume4.25K Open Interest87.50Strike Price806.00Turnover41.30%IV4.55%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry2.62Extrinsic Value100Contract SizeAmericanOptions Type0.4587Delta0.0532Gamma34.83Leverage Ratio-0.0989Theta0.0163Rho15.97Eff Leverage0.0717Vega