0.64Open0.83Pre Close25.17K Volume10.89K Open Interest136.00Strike Price800.20KTurnover40.50%IV3.20%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type-0.1327Delta0.0547Gamma529.13Leverage Ratio-0.2167Theta-0.0009Rho-70.19Eff Leverage0.0208Vega