0.40Open0.20Pre Close21 Volume157 Open Interest50.00Strike Price800.00Turnover75.15%IV28.08%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type0.1100Delta0.0265Gamma112.34Leverage Ratio-0.0318Theta0.0023Rho12.35Eff Leverage0.0178Vega