2.90Open7.00Pre Close3 Volume3 Open Interest150.00Strike Price805.00Turnover38.99%IV2.19%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry2.50Extrinsic Value100Contract SizeAmericanOptions Type0.4738Delta0.0540Gamma56.85Leverage Ratio-0.2698Theta0.0109Rho26.93Eff Leverage0.0753Vega