2.00Open1.80Pre Close4 Volume306 Open Interest33.00Strike Price800.00Turnover13.90%IV1.60%PremiumDec 20, 2024Expiry Date1.45Intrinsic Value100Multiplier27DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.8923Delta0.1419Gamma21.20Leverage Ratio-0.0079Theta0.0216Rho18.92Eff Leverage0.0174Vega