8.03Open7.90Pre Close1 Volume72 Open Interest82.50Strike Price803.00Turnover36.34%IV0.42%PremiumJan 17, 2025Expiry Date7.65Intrinsic Value100Multiplier20DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type0.8650Delta0.0280Gamma10.73Leverage Ratio-0.0495Theta0.0389Rho9.28Eff Leverage0.0463Vega