0.01Open0.01Pre Close476 Volume1.88K Open Interest55.00Strike Price805.00Turnover23.72%IV3.41%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0385Delta0.0853Gamma3546.33Leverage Ratio-0.0131Theta0.0001Rho136.39Eff Leverage0.0034Vega