4.20Open7.50Pre Close2 Volume238 Open Interest75.00Strike Price800.00Turnover34.37%IV0.59%PremiumDec 20, 2024Expiry Date3.34Intrinsic Value100Multiplier6DDays to Expiry0.46Extrinsic Value100Contract SizeAmericanOptions Type0.8411Delta0.0681Gamma21.17Leverage Ratio-0.0752Theta0.0109Rho17.81Eff Leverage0.0251Vega