0.19Open0.20Pre Close39 Volume41 Open Interest15.00Strike Price806.00Turnover54.93%IV8.76%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type-0.2239Delta0.1635Gamma64.84Leverage Ratio-0.0175Theta-0.0015Rho-14.52Eff Leverage0.0100Vega