0.45Open0.45Pre Close18 Volume1.81K Open Interest7.00Strike Price810.00Turnover54.60%IV4.20%PremiumJan 17, 2025Expiry Date0.15Intrinsic Value100Multiplier23DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.5962Delta0.3967Gamma15.05Leverage Ratio-0.0088Theta0.0024Rho8.97Eff Leverage0.0069Vega