0.15Open0.15Pre Close107 Volume355 Open Interest5.50Strike Price805.00Turnover46.10%IV13.50%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1743Delta0.4576Gamma97.80Leverage Ratio-0.0033Theta0.0005Rho17.04Eff Leverage0.0031Vega