0.36Open0.55Pre Close55 Volume368 Open Interest110.00Strike Price805.00Turnover99.97%IV54.14%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.0277Delta0.0042Gamma476.27Leverage Ratio-0.0281Theta0.0008Rho13.20Eff Leverage0.0097Vega