1.15Open0.54Pre Close7 Volume49 Open Interest29.50Strike Price805.00Turnover85.66%IV2.21%PremiumOct 11, 2024Expiry Date0.51Intrinsic Value100Multiplier3DDays to Expiry0.64Extrinsic Value100Contract SizeAmericanOptions Type-0.5865Delta0.1673Gamma24.67Leverage Ratio-0.1499Theta-0.0015Rho-14.47Eff Leverage0.0106Vega