4.00Open4.75Pre Close2 Volume60 Open Interest55.00Strike Price800.00Turnover59.54%IV5.17%PremiumAug 16, 2024Expiry Date1.10Intrinsic Value100Multiplier23DDays to Expiry2.90Extrinsic Value100Contract SizeAmericanOptions Type0.5804Delta0.0462Gamma14.03Leverage Ratio-0.0749Theta0.0185Rho8.14Eff Leverage0.0555Vega