0.25Open0.52Pre Close36 Volume311 Open Interest20.00Strike Price812.00Turnover73.71%IV12.02%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type-0.0953Delta0.0788Gamma225.40Leverage Ratio-0.0287Theta-0.0004Rho-21.48Eff Leverage0.0049Vega