0.01Open0.01Pre Close815 Volume249 Open Interest615.00Strike Price815.00Turnover194.76%IV2.70%PremiumNov 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0051Delta0.0024Gamma59883.00Leverage Ratio-3.8224Theta0.0000Rho305.88Eff Leverage0.0005Vega