0.54Open1.65Pre Close20 Volume34 Open Interest124.00Strike Price804.00Turnover54.69%IV5.54%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.1157Delta0.0321Gamma374.00Leverage Ratio-0.2099Theta-0.0011Rho-43.28Eff Leverage0.0216Vega