4.00Open4.80Pre Close2 Volume63 Open Interest47.00Strike Price800.00Turnover61.28%IV5.62%PremiumJan 17, 2025Expiry Date1.44Intrinsic Value100Multiplier25DDays to Expiry2.56Extrinsic Value100Contract SizeAmericanOptions Type-0.5395Delta0.0547Gamma12.48Leverage Ratio-0.0557Theta-0.0168Rho-6.73Eff Leverage0.0472Vega