0.15Open0.20Pre Close20 Volume37 Open Interest45.00Strike Price805.00Turnover31.86%IV1.07%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type0.4984Delta0.5222Gamma163.27Leverage Ratio-0.2496Theta0.0006Rho81.37Eff Leverage0.0096Vega