0.87Open1.10Pre Close9 Volume298 Open Interest17.50Strike Price801.00Turnover55.31%IV5.40%PremiumJan 17, 2025Expiry Date0.10Intrinsic Value100Multiplier21DDays to Expiry0.95Extrinsic Value100Contract SizeAmericanOptions Type0.5510Delta0.1696Gamma17.60Leverage Ratio-0.0233Theta0.0050Rho9.70Eff Leverage0.0167Vega