0.35Open1.19Pre Close30 Volume88 Open Interest222.50Strike Price801.00Turnover40.75%IV4.62%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type-0.0653Delta0.0175Gamma277.38Leverage Ratio-0.1710Theta-0.0009Rho-18.11Eff Leverage0.0227Vega