0.35Open0.40Pre Close13 Volume1.13K Open Interest38.00Strike Price804.00Turnover17.57%IV0.48%PremiumJan 17, 2025Expiry Date0.47Intrinsic Value100Multiplier9DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type-0.6562Delta0.3573Gamma55.60Leverage Ratio-0.0187Theta-0.0052Rho-36.49Eff Leverage0.0220Vega