0.01Open0.01Pre Close792 Volume12.73K Open Interest60.00Strike Price807.00Turnover1111.14%IV3.50%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0260Delta0.0592Gamma5798.00Leverage Ratio-31.2160Theta0.0000Rho150.66Eff Leverage0.0001Vega