0.20Open0.01Pre Close40 Volume1.57K Open Interest89.00Strike Price800.00Turnover113.50%IV6.99%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.1022Delta0.0424Gamma416.85Leverage Ratio-0.5114Theta0.0002Rho42.59Eff Leverage0.0066Vega