0.11Open0.14Pre Close83 Volume447 Open Interest53.00Strike Price799.00Turnover20.03%IV1.45%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.2054Delta0.3312Gamma536.80Leverage Ratio-0.0528Theta-0.0007Rho-110.24Eff Leverage0.0122Vega