0.01Open0.01Pre Close791 Volume25.06K Open Interest80.00Strike Price801.00Turnover100.94%IV23.40%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0060Delta0.0032Gamma6484.00Leverage Ratio-0.0095Theta0.0000Rho38.79Eff Leverage0.0009Vega