0.75Open1.10Pre Close15 Volume26 Open Interest50.00Strike Price815.00Turnover18.20%IV2.66%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier17DDays to Expiry0.49Extrinsic Value100Contract SizeAmericanOptions Type0.3758Delta0.1933Gamma98.36Leverage Ratio-0.0241Theta0.0086Rho36.96Eff Leverage0.0409Vega