0.60Open0.68Pre Close16 Volume878 Open Interest52.50Strike Price814.00Turnover19.48%IV4.25%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.2970Delta0.1332Gamma107.03Leverage Ratio-0.0198Theta0.0101Rho31.79Eff Leverage0.0461Vega