0.80Open4.00Pre Close10 Volume110 Open Interest45.00Strike Price800.00Turnover43.83%IV1.53%PremiumJan 17, 2025Expiry Date0.11Intrinsic Value100Multiplier4DDays to Expiry0.69Extrinsic Value100Contract SizeAmericanOptions Type0.5345Delta0.1958Gamma51.55Leverage Ratio-0.1154Theta0.0024Rho27.56Eff Leverage0.0184Vega