0.15Open0.15Pre Close73 Volume443 Open Interest73.00Strike Price806.00Turnover25.59%IV2.55%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.0906Delta0.1152Gamma1247.33Leverage Ratio-0.0482Theta-0.0003Rho-112.97Eff Leverage0.0090Vega