0.04Open0.03Pre Close318 Volume6.79K Open Interest26.00Strike Price803.00Turnover30.34%IV3.81%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0537Delta0.1665Gamma1801.33Leverage Ratio-0.0119Theta-0.0001Rho-96.67Eff Leverage0.0024Vega