2.50Open4.00Pre Close3 Volume336 Open Interest140.00Strike Price815.00Turnover46.08%IV2.59%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry2.75Extrinsic Value100Contract SizeAmericanOptions Type-0.4420Delta0.0455Gamma47.36Leverage Ratio-0.2662Theta-0.0108Rho-20.93Eff Leverage0.0744Vega