0.58Open0.70Pre Close15 Volume40 Open Interest24.00Strike Price803.00Turnover48.37%IV2.24%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.46Extrinsic Value100Contract SizeAmericanOptions Type-0.4604Delta0.3133Gamma52.35Leverage Ratio-0.0605Theta-0.0013Rho-24.10Eff Leverage0.0104Vega