0.90Open2.21Pre Close10 Volume366 Open Interest121.00Strike Price806.00Turnover39.85%IV1.85%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.77Extrinsic Value100Contract SizeAmericanOptions Type-0.4336Delta0.1422Gamma222.72Leverage Ratio-0.6332Theta-0.0017Rho-96.56Eff Leverage0.0273Vega