0.06Open0.06Pre Close381 Volume982 Open Interest252.50Strike Price813.00Turnover29.10%IV3.86%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0138Delta0.0085Gamma12156.50Leverage Ratio-0.0200Theta0.0001Rho168.00Eff Leverage0.0050Vega