4.21Open3.71Pre Close2 Volume138 Open Interest90.00Strike Price801.00Turnover53.45%IV3.28%PremiumJan 17, 2025Expiry Date0.82Intrinsic Value100Multiplier14DDays to Expiry2.98Extrinsic Value100Contract SizeAmericanOptions Type0.5616Delta0.0417Gamma21.37Leverage Ratio-0.1428Theta0.0177Rho12.00Eff Leverage0.0696Vega