0.80Open0.65Pre Close10 Volume131 Open Interest92.50Strike Price800.00Turnover42.85%IV5.08%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.80Extrinsic Value100Contract SizeAmericanOptions Type0.2525Delta0.0626Gamma118.39Leverage Ratio-0.1294Theta0.0039Rho29.89Eff Leverage0.0381Vega