0.03Open0.08Pre Close142 Volume152 Open Interest101.00Strike Price801.00Turnover29.11%IV0.31%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.1799Delta0.8536Gamma3376.00Leverage Ratio-1.0173Theta0.0000Rho-607.23Eff Leverage0.0028Vega