0.82Open0.60Pre Close9 Volume825 Open Interest2.50Strike Price807.00Turnover120.99%IV6.29%PremiumJan 17, 2025Expiry Date0.84Intrinsic Value100Multiplier23DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.8672Delta0.2113Gamma3.61Leverage Ratio-0.0050Theta0.0012Rho3.13Eff Leverage0.0018Vega