0.03Open0.03Pre Close198 Volume225 Open Interest50.00Strike Price807.00Turnover50.82%IV6.91%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0501Delta0.0440Gamma1073.20Leverage Ratio-0.0363Theta-0.0002Rho-53.78Eff Leverage0.0048Vega