0.61Open0.50Pre Close13 Volume250 Open Interest50.00Strike Price806.00Turnover31.95%IV5.54%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.65Extrinsic Value100Contract SizeAmericanOptions Type0.2586Delta0.1153Gamma112.92Leverage Ratio-0.0389Theta0.0040Rho29.20Eff Leverage0.0284Vega