0.92Open1.45Pre Close9 Volume349 Open Interest20.50Strike Price804.00Turnover3457.21%IV1.14%PremiumDec 20, 2024Expiry Date0.60Intrinsic Value100Multiplier-2DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.8768Delta0.3593Gamma31.26Leverage Ratio-260.4468Theta0.0000Rho27.41Eff Leverage0.0000Vega