0.65Open0.75Pre Close11 Volume1.67K Open Interest32.50Strike Price815.00Turnover42.88%IV6.95%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.75Extrinsic Value100Contract SizeAmericanOptions Type-0.2973Delta0.0952Gamma47.06Leverage Ratio-0.0269Theta-0.0061Rho-13.99Eff Leverage0.0294Vega