0.30Open0.31Pre Close27 Volume236 Open Interest7.50Strike Price810.00Turnover71.39%IV2.57%PremiumDec 20, 2024Expiry Date0.11Intrinsic Value100Multiplier4DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type-0.6079Delta0.6876Gamma24.63Leverage Ratio-0.0267Theta-0.0005Rho-14.97Eff Leverage0.0030Vega