0.40Open0.45Pre Close20 Volume70 Open Interest12.50Strike Price800.00Turnover32.82%IV1.63%PremiumJan 17, 2025Expiry Date0.20Intrinsic Value100Multiplier20DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.5577Delta0.4192Gamma25.89Leverage Ratio-0.0086Theta-0.0035Rho-14.44Eff Leverage0.0114Vega