2.67Open2.51Pre Close3 Volume6 Open Interest91.00Strike Price801.00Turnover53.34%IV0.07%PremiumDec 27, 2024Expiry Date2.60Intrinsic Value100Multiplier0DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.9200Delta0.0785Gamma34.99Leverage Ratio-0.2712Theta0.0012Rho32.19Eff Leverage0.0053Vega