0.06Open0.04Pre Close126 Volume211 Open Interest210.00Strike Price803.00Turnover80.44%IV22.52%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0068Delta0.0014Gamma5714.00Leverage Ratio-0.0238Theta0.0001Rho38.93Eff Leverage0.0033Vega