0.18Open0.22Pre Close87 Volume150 Open Interest165.00Strike Price807.00Turnover48.83%IV7.89%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0274Delta0.0079Gamma2106.65Leverage Ratio-0.0631Theta-0.0004Rho-57.74Eff Leverage0.0103Vega