1.05Open0.88Pre Close8 Volume2.01K Open Interest260.00Strike Price807.00Turnover32.79%IV3.86%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.97Extrinsic Value100Contract SizeAmericanOptions Type-0.1422Delta0.0237Gamma347.64Leverage Ratio-0.2468Theta-0.0042Rho-49.42Eff Leverage0.0650Vega