0.94Open1.68Pre Close8 Volume2 Open Interest34.00Strike Price800.00Turnover39.26%IV0.18%PremiumDec 6, 2024Expiry Date1.00Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.7586Delta0.2330Gamma28.09Leverage Ratio-0.0519Theta-0.0024Rho-21.30Eff Leverage0.0107Vega