0.45Open0.45Pre Close13 Volume295 Open Interest17.50Strike Price805.00Turnover69.37%IV5.26%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.75Extrinsic Value100Contract SizeAmericanOptions Type-0.4359Delta0.1240Gamma15.37Leverage Ratio-0.0248Theta-0.0054Rho-6.70Eff Leverage0.0181Vega