0.02Open0.04Pre Close401 Volume91 Open Interest9.50Strike Price802.00Turnover104.22%IV18.59%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0288Delta0.0507Gamma776.33Leverage Ratio-0.0086Theta0.0000Rho-22.38Eff Leverage0.0008Vega