0.60Open0.67Pre Close13 Volume155 Open Interest21.00Strike Price800.00Turnover50.02%IV7.87%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.65Extrinsic Value100Contract SizeAmericanOptions Type0.3872Delta0.1556Gamma32.11Leverage Ratio-0.0226Theta0.0043Rho12.43Eff Leverage0.0188Vega