0.10Open0.08Pre Close81 Volume452 Open Interest25.00Strike Price805.00Turnover59.74%IV11.63%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0936Delta0.0944Gamma299.20Leverage Ratio-0.0226Theta0.0004Rho28.01Eff Leverage0.0050Vega