1.35Open1.61Pre Close6 Volume162 Open Interest15.00Strike Price800.00Turnover61.41%IV5.91%PremiumDec 20, 2024Expiry Date0.39Intrinsic Value100Multiplier23DDays to Expiry0.91Extrinsic Value100Contract SizeAmericanOptions Type0.6028Delta0.1606Gamma13.10Leverage Ratio-0.0208Theta0.0052Rho7.89Eff Leverage0.0151Vega