1.09Open2.50Pre Close8 Volume893 Open Interest36.00Strike Price809.00Turnover41.10%IV1.96%PremiumDec 20, 2024Expiry Date0.29Intrinsic Value100Multiplier7DDays to Expiry0.71Extrinsic Value100Contract SizeAmericanOptions Type0.5737Delta0.1933Gamma37.22Leverage Ratio-0.0636Theta0.0037Rho21.35Eff Leverage0.0193Vega