4.00Open3.10Pre Close2 Volume191 Open Interest72.50Strike Price800.00Turnover42.47%IV3.31%PremiumNov 15, 2024Expiry Date1.55Intrinsic Value100Multiplier15DDays to Expiry2.45Extrinsic Value100Contract SizeAmericanOptions Type0.6201Delta0.0584Gamma21.16Leverage Ratio-0.0855Theta0.0182Rho13.12Eff Leverage0.0584Vega