2.60Open2.47Pre Close3 Volume71 Open Interest87.50Strike Price830.00Turnover38.01%IV4.32%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier18DDays to Expiry2.85Extrinsic Value100Contract SizeAmericanOptions Type-0.4216Delta0.0529Gamma36.86Leverage Ratio-0.0780Theta-0.0171Rho-15.54Eff Leverage0.0764Vega