0.96Open1.15Pre Close9 Volume511 Open Interest26.00Strike Price800.00Turnover53.33%IV1.40%PremiumDec 20, 2024Expiry Date0.37Intrinsic Value100Multiplier5DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type0.6040Delta0.2297Gamma30.14Leverage Ratio-0.0672Theta0.0021Rho18.20Eff Leverage0.0121Vega