0.40Open0.35Pre Close20 Volume306 Open Interest8.00Strike Price800.00Turnover60.40%IV3.18%PremiumDec 20, 2024Expiry Date0.15Intrinsic Value100Multiplier16DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.5284Delta0.3979Gamma16.53Leverage Ratio-0.0119Theta-0.0018Rho-8.73Eff Leverage0.0066Vega