0.28Open0.65Pre Close31 Volume395 Open Interest34.00Strike Price800.00Turnover77.12%IV6.34%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.3171Delta0.1066Gamma49.48Leverage Ratio-0.0935Theta0.0017Rho15.69Eff Leverage0.0154Vega