1.52Open1.13Pre Close5 Volume66 Open Interest97.50Strike Price803.00Turnover26.70%IV0.36%PremiumSep 13, 2024Expiry Date1.24Intrinsic Value100Multiplier2DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type0.7455Delta0.1615Gamma62.10Leverage Ratio-0.1754Theta0.0041Rho46.30Eff Leverage0.0239Vega