0.12Open0.09Pre Close123 Volume481 Open Interest34.00Strike Price807.00Turnover33.11%IV4.90%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0773Delta0.1137Gamma649.09Leverage Ratio-0.0200Theta-0.0003Rho-50.17Eff Leverage0.0056Vega