4.00Open3.00Pre Close2 Volume69 Open Interest23.00Strike Price800.00Turnover116.24%IV8.35%PremiumDec 20, 2024Expiry Date1.92Intrinsic Value100Multiplier3DDays to Expiry2.08Extrinsic Value100Contract SizeAmericanOptions Type0.7723Delta0.1119Gamma11.20Leverage Ratio-0.1347Theta0.0015Rho8.65Eff Leverage0.0070Vega