2.70Open1.50Pre Close3 Volume204 Open Interest115.00Strike Price810.00Turnover28.41%IV0.69%PremiumJan 17, 2025Expiry Date1.92Intrinsic Value100Multiplier4DDays to Expiry0.78Extrinsic Value100Contract SizeAmericanOptions Type-0.6905Delta0.0982Gamma43.91Leverage Ratio-0.1350Theta-0.0088Rho-30.32Eff Leverage0.0449Vega