0.03Open0.03Pre Close481 Volume17.67K Open Interest220.00Strike Price800.00Turnover2493.32%IV9.00%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0037Delta0.0013Gamma24175.00Leverage Ratio-55.2334Theta0.0000Rho-90.51Eff Leverage0.0000Vega