0.03Open0.07Pre Close364 Volume2.36K Open Interest14.00Strike Price802.00Turnover131.93%IV9.52%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0743Delta0.1823Gamma512.40Leverage Ratio-0.0692Theta0.0000Rho38.06Eff Leverage0.0008Vega