4.00Open4.00Pre Close2 Volume0 Open Interest116.00Strike Price800.00Turnover9.80%IV1.17%PremiumDec 20, 2024Expiry Date2.61Intrinsic Value100Multiplier24DDays to Expiry1.39Extrinsic Value100Contract SizeAmericanOptions Type0.8422Delta0.0800Gamma37.07Leverage Ratio-0.0264Theta0.0650Rho31.22Eff Leverage0.0739Vega