0.30Open0.25Pre Close23 Volume75 Open Interest22.50Strike Price800.00Turnover36.38%IV8.29%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.2895Delta0.1688Gamma60.29Leverage Ratio-0.0145Theta0.0040Rho17.45Eff Leverage0.0190Vega