0.15Open0.15Pre Close73 Volume443 Open Interest73.00Strike Price806.00Turnover22.91%IV2.55%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.0904Delta0.1149Gamma1247.33Leverage Ratio-0.0405Theta-0.0004Rho-112.80Eff Leverage0.0101Vega