0.62Open0.50Pre Close13 Volume342 Open Interest5.50Strike Price806.00Turnover201.01%IV0.81%PremiumOct 18, 2024Expiry Date0.58Intrinsic Value100Multiplier0DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.8953Delta0.4303Gamma8.20Leverage Ratio-0.0559Theta-0.0001Rho-7.34Eff Leverage0.0004Vega