0.10Open0.35Pre Close54 Volume179 Open Interest5.00Strike Price803.00Turnover137.22%IV5.80%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.4522Delta0.4914Gamma19.32Leverage Ratio-0.0312Theta0.0003Rho8.74Eff Leverage0.0023Vega