0.53Open0.47Pre Close16 Volume350 Open Interest33.00Strike Price801.00Turnover58.73%IV13.30%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.48Extrinsic Value100Contract SizeAmericanOptions Type0.2464Delta0.0749Gamma51.39Leverage Ratio-0.0318Theta0.0039Rho12.66Eff Leverage0.0226Vega