0.16Open0.15Pre Close50 Volume94 Open Interest44.00Strike Price800.00Turnover58.90%IV7.76%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type-0.1065Delta0.0603Gamma297.06Leverage Ratio-0.0618Theta-0.0006Rho-31.65Eff Leverage0.0095Vega