0.17Open0.64Pre Close49 Volume646 Open Interest447.00Strike Price802.00Turnover14.44%IV0.41%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.3292Delta0.2376Gamma3589.80Leverage Ratio-1.3716Theta-0.0008Rho-1181.82Eff Leverage0.0381Vega