10.80Open1.65Pre Close6.44K Volume1.91K Open Interest5945.00Strike Price807.87KTurnover21.45%IV0.90%PremiumNov 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.82Extrinsic Value100Contract SizeEuropeanOptions Type-0.0452Delta0.0029Gamma7270.78Leverage Ratio-6.6593Theta-0.0017Rho-328.43Eff Leverage0.1429Vega