4.00Open5.07Pre Close2 Volume48 Open Interest135.00Strike Price800.00Turnover32.51%IV0.20%PremiumAug 2, 2024Expiry Date3.72Intrinsic Value100Multiplier4DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type0.8097Delta0.0539Gamma29.99Leverage Ratio-0.1690Theta0.0134Rho24.28Eff Leverage0.0421Vega