0.04Open0.04Pre Close318 Volume967 Open Interest2.50Strike Price806.00Turnover87.36%IV9.05%PremiumAug 30, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.2134Delta1.3503Gamma92.80Leverage Ratio-0.0077Theta0.0001Rho19.81Eff Leverage0.0007Vega