0.08Open0.14Pre Close101 Volume25 Open Interest23.00Strike Price804.00Turnover66.80%IV4.45%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.1696Delta0.2227Gamma228.86Leverage Ratio-0.0767Theta-0.0002Rho-38.80Eff Leverage0.0043Vega