0.70Open0.65Pre Close11 Volume174 Open Interest31.00Strike Price804.00Turnover16.51%IV1.91%PremiumDec 20, 2024Expiry Date0.17Intrinsic Value100Multiplier32DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type0.5797Delta0.2561Gamma40.21Leverage Ratio-0.0114Theta0.0152Rho23.31Eff Leverage0.0361Vega