0.87Open0.96Pre Close9 Volume60 Open Interest21.50Strike Price802.00Turnover102.30%IV1.75%PremiumAug 16, 2024Expiry Date0.75Intrinsic Value100Multiplier4DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type0.6393Delta0.1434Gamma15.34Leverage Ratio-0.1090Theta0.0017Rho9.81Eff Leverage0.0096Vega