0.10Open0.05Pre Close70 Volume836 Open Interest3.00Strike Price805.00Turnover161.77%IV48.57%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.2421Delta0.3701Gamma21.00Leverage Ratio-0.0057Theta0.0003Rho5.09Eff Leverage0.0016Vega