4.00Open4.45Pre Close2 Volume1.71K Open Interest105.00Strike Price800.00Turnover23.27%IV1.05%PremiumDec 20, 2024Expiry Date2.87Intrinsic Value100Multiplier10DDays to Expiry1.13Extrinsic Value100Contract SizeAmericanOptions Type0.7735Delta0.0725Gamma30.39Leverage Ratio-0.0730Theta0.0219Rho23.50Eff Leverage0.0537Vega