4.00Open4.60Pre Close2 Volume21 Open Interest45.00Strike Price800.00Turnover50.37%IV2.47%PremiumNov 15, 2024Expiry Date2.96Intrinsic Value100Multiplier20DDays to Expiry1.04Extrinsic Value100Contract SizeAmericanOptions Type-0.6914Delta0.0715Gamma11.06Leverage Ratio-0.0403Theta-0.0151Rho-7.65Eff Leverage0.0349Vega