0.16Open0.15Pre Close50 Volume94 Open Interest44.00Strike Price800.00Turnover53.24%IV6.72%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type-0.1150Delta0.0698Gamma293.75Leverage Ratio-0.0578Theta-0.0006Rho-33.78Eff Leverage0.0101Vega