0.40Open0.10Pre Close20 Volume10 Open Interest2.50Strike Price800.00Turnover507.14%IV24.73%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.3188Delta0.2504Gamma6.98Leverage Ratio-0.0739Theta-0.0001Rho-2.22Eff Leverage0.0010Vega