0.35Open0.30Pre Close27 Volume1.12K Open Interest11.00Strike Price806.00Turnover123.28%IV19.63%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type-0.1532Delta0.0833Gamma53.40Leverage Ratio-0.0308Theta-0.0006Rho-8.18Eff Leverage0.0054Vega