2.67Open2.51Pre Close3 Volume6 Open Interest91.00Strike Price801.00Turnover58.33%IV0.07%PremiumDec 27, 2024Expiry Date2.60Intrinsic Value100Multiplier0DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.9193Delta0.0788Gamma34.99Leverage Ratio-0.3235Theta0.0010Rho32.17Eff Leverage0.0049Vega