1.60Open4.94Pre Close5 Volume70 Open Interest69.00Strike Price800.00Turnover52.97%IV2.74%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry1.60Extrinsic Value100Contract SizeAmericanOptions Type-0.4539Delta0.1018Gamma54.14Leverage Ratio-0.1971Theta-0.0035Rho-24.57Eff Leverage0.0291Vega