4.00Open3.00Pre Close2 Volume69 Open Interest23.00Strike Price800.00Turnover95.13%IV5.35%PremiumDec 20, 2024Expiry Date2.63Intrinsic Value100Multiplier3DDays to Expiry1.37Extrinsic Value100Contract SizeAmericanOptions Type0.8730Delta0.0934Gamma9.07Leverage Ratio-0.0743Theta0.0017Rho7.92Eff Leverage0.0049Vega