8.15Open4.80Pre Close1 Volume7 Open Interest90.00Strike Price815.00Turnover75.04%IV2.04%PremiumJul 19, 2024Expiry Date6.19Intrinsic Value100Multiplier5DDays to Expiry1.96Extrinsic Value100Contract SizeAmericanOptions Type0.7725Delta0.0325Gamma12.74Leverage Ratio-0.2471Theta0.0110Rho9.84Eff Leverage0.0373Vega