0.22Open0.30Pre Close53 Volume28 Open Interest240.00Strike Price805.00Turnover35.40%IV6.01%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type-0.0448Delta0.0101Gamma1458.06Leverage Ratio-0.0967Theta-0.0011Rho-65.29Eff Leverage0.0250Vega