0.05Open0.06Pre Close136 Volume1.16K Open Interest33.00Strike Price819.00Turnover44.29%IV6.20%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.1106Delta0.1320Gamma415.33Leverage Ratio-0.0330Theta0.0004Rho45.93Eff Leverage0.0061Vega