0.35Open0.29Pre Close26 Volume696 Open Interest15.00Strike Price810.00Turnover18.32%IV1.26%PremiumNov 15, 2024Expiry Date0.11Intrinsic Value100Multiplier22DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.5964Delta0.5718Gamma43.17Leverage Ratio-0.0071Theta0.0052Rho25.75Eff Leverage0.0143Vega