0.19Open0.20Pre Close51 Volume1.61K Open Interest34.00Strike Price802.00Turnover70.04%IV11.87%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.1057Delta0.0714Gamma243.92Leverage Ratio-0.0432Theta0.0004Rho25.78Eff Leverage0.0067Vega