0.80Open0.90Pre Close10 Volume156 Open Interest9.00Strike Price800.00Turnover84.99%IV1.80%PremiumJan 17, 2025Expiry Date0.65Intrinsic Value100Multiplier23DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.5905Delta0.2165Gamma7.59Leverage Ratio-0.0144Theta-0.0034Rho-4.48Eff Leverage0.0082Vega