0.25Open0.15Pre Close33 Volume112 Open Interest230.00Strike Price806.00Turnover42.30%IV18.51%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.0537Delta0.0056Gamma457.06Leverage Ratio-0.0520Theta0.0056Rho24.53Eff Leverage0.0502Vega