1.30Open2.05Pre Close6 Volume97 Open Interest75.00Strike Price800.00Turnover38.11%IV4.18%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier30DDays to Expiry1.50Extrinsic Value100Contract SizeAmericanOptions Type0.4587Delta0.0490Gamma27.71Leverage Ratio-0.0567Theta0.0260Rho12.71Eff Leverage0.0843Vega