0.05Open0.04Pre Close160 Volume67 Open Interest6.00Strike Price800.00Turnover186.63%IV94.53%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0945Delta0.1264Gamma62.20Leverage Ratio-0.0058Theta0.0001Rho5.88Eff Leverage0.0012Vega