2.54Open2.10Pre Close3.54K Volume26.35K Open Interest600.00Strike Price802.70KTurnover77.32%IV57.04%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier39DDays to Expiry1.85Extrinsic Value100Contract SizeAmericanOptions Type0.0500Delta0.0011Gamma207.16Leverage Ratio-0.1272Theta0.0185Rho10.35Eff Leverage0.1287Vega