0.35Open0.29Pre Close15 Volume80 Open Interest7.50Strike Price815.00Turnover53.24%IV5.26%PremiumJan 17, 2025Expiry Date0.10Intrinsic Value100Multiplier24DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.5739Delta0.3769Gamma16.00Leverage Ratio-0.0090Theta0.0026Rho9.18Eff Leverage0.0077Vega