0.58Open0.65Pre Close15 Volume866 Open Interest32.00Strike Price809.00Turnover27.34%IV3.57%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier17DDays to Expiry0.41Extrinsic Value100Contract SizeAmericanOptions Type-0.3223Delta0.1878Gamma78.94Leverage Ratio-0.0197Theta-0.0045Rho-25.45Eff Leverage0.0251Vega