0.62Open1.36Pre Close13 Volume16 Open Interest123.12Strike Price806.00Turnover86.50%IV32.21%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier17DDays to Expiry0.62Extrinsic Value100Contract SizeAmericanOptions Type0.0841Delta0.0089Gamma150.95Leverage Ratio-0.0793Theta0.0033Rho12.69Eff Leverage0.0309Vega