0.20Open0.25Pre Close40 Volume166 Open Interest120.00Strike Price800.00Turnover50.15%IV19.21%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.0277Delta0.0035Gamma741.45Leverage Ratio-0.0260Theta-0.0022Rho-20.52Eff Leverage0.0229Vega