0.31Open0.16Pre Close41 Volume603 Open Interest105.00Strike Price801.00Turnover36.34%IV3.74%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.1095Delta0.0573Gamma622.11Leverage Ratio-0.1121Theta-0.0008Rho-68.11Eff Leverage0.0169Vega