0.35Open0.20Pre Close31 Volume171 Open Interest6.00Strike Price815.00Turnover41.53%IV6.11%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.4688Delta0.5965Gamma26.18Leverage Ratio-0.0052Theta0.0019Rho12.27Eff Leverage0.0064Vega