0.64Open0.83Pre Close25.17K Volume10.89K Open Interest136.00Strike Price800.20KTurnover35.68%IV3.20%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type-0.1325Delta0.0546Gamma529.13Leverage Ratio-0.1750Theta-0.0011Rho-70.12Eff Leverage0.0236Vega