0.51Open0.53Pre Close15 Volume30 Open Interest41.00Strike Price801.00Turnover30.12%IV5.18%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type-0.2906Delta0.1044Gamma71.01Leverage Ratio-0.0220Theta-0.0076Rho-20.63Eff Leverage0.0374Vega