0.26Open0.30Pre Close32 Volume494 Open Interest65.00Strike Price807.00Turnover22.30%IV6.70%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier28DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type0.1872Delta0.0715Gamma163.28Leverage Ratio-0.0196Theta0.0084Rho30.56Eff Leverage0.0453Vega