2.05Open3.30Pre Close4 Volume12 Open Interest36.00Strike Price815.00Turnover41.67%IV3.39%PremiumDec 20, 2024Expiry Date0.86Intrinsic Value100Multiplier32DDays to Expiry1.19Extrinsic Value100Contract SizeAmericanOptions Type-0.5432Delta0.0919Gamma16.34Leverage Ratio-0.0247Theta-0.0159Rho-8.88Eff Leverage0.0414Vega