0.02Open0.04Pre Close403 Volume32 Open Interest24.50Strike Price806.00Turnover95.10%IV14.20%PremiumNov 8, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0233Delta0.0247Gamma1426.50Leverage Ratio-0.0171Theta0.0000Rho-33.24Eff Leverage0.0013Vega