0.76Open0.85Pre Close11 Volume66 Open Interest33.00Strike Price815.00Turnover59.01%IV0.93%PremiumOct 4, 2024Expiry Date0.63Intrinsic Value100Multiplier3DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.6193Delta0.2073Gamma29.70Leverage Ratio-0.1085Theta-0.0018Rho-18.39Eff Leverage0.0119Vega