0.06Open0.05Pre Close215 Volume339 Open Interest32.50Strike Price804.00Turnover37.62%IV6.90%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0506Delta0.0868Gamma1217.20Leverage Ratio-0.0137Theta0.0002Rho61.56Eff Leverage0.0033Vega