0.27Open0.50Pre Close32 Volume5.44K Open Interest16.50Strike Price806.00Turnover76.86%IV2.52%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.4114Delta0.3986Gamma51.29Leverage Ratio-0.1025Theta-0.0004Rho-21.10Eff Leverage0.0049Vega