1.60Open1.85Pre Close5 Volume96 Open Interest190.00Strike Price800.00Turnover21.32%IV5.42%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier28DDays to Expiry1.60Extrinsic Value100Contract SizeAmericanOptions Type0.2526Delta0.0298Gamma115.40Leverage Ratio-0.0667Theta0.0340Rho29.15Eff Leverage0.1607Vega