0.80Open0.53Pre Close10 Volume28 Open Interest105.00Strike Price800.00Turnover11.42%IV2.33%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.80Extrinsic Value100Contract SizeAmericanOptions Type0.3338Delta0.1264Gamma165.42Leverage Ratio-0.0291Theta0.0201Rho55.21Eff Leverage0.0916Vega