8.11Open5.30Pre Close1 Volume22 Open Interest65.00Strike Price811.00Turnover19.23%IV0.83%PremiumDec 20, 2024Expiry Date7.51Intrinsic Value100Multiplier23DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type0.9898Delta0.0078Gamma9.54Leverage Ratio-0.0096Theta0.0404Rho9.44Eff Leverage0.0050Vega