0.36Open0.75Pre Close22 Volume182 Open Interest25.00Strike Price800.00Turnover38.17%IV6.50%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.3294Delta0.1658Gamma53.00Leverage Ratio-0.0199Theta0.0043Rho17.46Eff Leverage0.0207Vega