2.65Open2.55Pre Close3 Volume97 Open Interest7.50Strike Price815.00Turnover176.30%IV5.47%PremiumJul 19, 2024Expiry Date2.48Intrinsic Value100Multiplier12DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type-0.8522Delta0.1413Gamma1.95Leverage Ratio-0.0140Theta-0.0019Rho-1.66Eff Leverage0.0022Vega