0.11Open0.12Pre Close75 Volume978 Open Interest34.00Strike Price800.00Turnover132.80%IV6.27%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0659Delta0.0834Gamma804.67Leverage Ratio-0.2554Theta0.0000Rho-53.00Eff Leverage0.0015Vega