0.35Open0.26Pre Close25 Volume127 Open Interest22.00Strike Price802.00Turnover46.67%IV13.03%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier32DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.1566Delta0.0699Gamma83.17Leverage Ratio-0.0125Theta-0.0033Rho-13.02Eff Leverage0.0176Vega