0.06Open0.05Pre Close161 Volume813 Open Interest13.50Strike Price802.00Turnover1059.29%IV1.96%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier-2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0978Delta0.7994Gamma1376.00Leverage Ratio-22.8872Theta0.0000Rho-134.53Eff Leverage0.0000Vega