0.40Open0.45Pre Close20 Volume318 Open Interest11.00Strike Price800.00Turnover424.24%IV142.30%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.3535Delta0.0807Gamma6.72Leverage Ratio-0.0444Theta0.0005Rho2.38Eff Leverage0.0040Vega