4.00Open2.88Pre Close2 Volume821 Open Interest22.50Strike Price800.00Turnover63.79%IV1.51%PremiumJan 17, 2025Expiry Date3.61Intrinsic Value100Multiplier15DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.8849Delta0.0578Gamma6.87Leverage Ratio-0.0240Theta0.0079Rho6.08Eff Leverage0.0102Vega