0.35Open0.40Pre Close23 Volume4.04K Open Interest80.00Strike Price801.00Turnover46.17%IV16.22%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.0658Delta0.0111Gamma271.63Leverage Ratio-0.0281Theta-0.0041Rho-17.88Eff Leverage0.0321Vega