0.05Open0.08Pre Close58 Volume64 Open Interest51.00Strike Price802.00Turnover36.29%IV3.86%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.1659Delta0.1440Gamma328.27Leverage Ratio-0.0632Theta0.0008Rho54.46Eff Leverage0.0119Vega