8.03Open7.90Pre Close1 Volume72 Open Interest82.50Strike Price803.00Turnover34.30%IV0.75%PremiumJan 17, 2025Expiry Date7.36Intrinsic Value100Multiplier21DDays to Expiry0.68Extrinsic Value100Contract SizeAmericanOptions Type0.8736Delta0.0280Gamma11.16Leverage Ratio-0.0450Theta0.0405Rho9.75Eff Leverage0.0448Vega