0.64Open0.83Pre Close25.17K Volume18.79K Open Interest136.00Strike Price800.20KTurnover46.75%IV3.20%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type-0.1342Delta0.0549Gamma519.33Leverage Ratio-0.2611Theta-0.0007Rho-69.67Eff Leverage0.0182Vega