0.58Open0.70Pre Close15 Volume33 Open Interest24.00Strike Price803.00Turnover44.25%IV2.24%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.46Extrinsic Value100Contract SizeAmericanOptions Type-0.4588Delta0.3364Gamma56.66Leverage Ratio-0.0541Theta-0.0013Rho-26.00Eff Leverage0.0106Vega