1.66Open2.20Pre Close5 Volume21 Open Interest450.00Strike Price806.00Turnover22.13%IV6.46%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry1.59Extrinsic Value100Contract SizeAmericanOptions Type-0.1215Delta0.0072Gamma277.90Leverage Ratio-0.1036Theta-0.0364Rho-33.78Eff Leverage0.2550Vega