0.01Open0.01Pre Close801 Volume241 Open Interest626.00Strike Price801.00Turnover450.85%IV6.78%PremiumDec 18, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0025Delta0.0006Gamma58628.00Leverage Ratio-4.5249Theta0.0000Rho145.72Eff Leverage0.0002Vega