0.30Open0.30Pre Close30 Volume2.90K Open Interest230.00Strike Price800.00Turnover29.18%IV6.98%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier8DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.0625Delta0.0131Gamma860.94Leverage Ratio-0.0685Theta0.0030Rho53.85Eff Leverage0.0395Vega