0.40Open0.45Pre Close20 Volume10.63K Open Interest10.00Strike Price800.00Turnover42.09%IV1.44%PremiumDec 20, 2024Expiry Date0.26Intrinsic Value100Multiplier21DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type-0.5765Delta0.4039Gamma18.55Leverage Ratio-0.0087Theta-0.0030Rho-10.69Eff Leverage0.0091Vega