0.01Open0.02Pre Close811 Volume904 Open Interest81.00Strike Price819.00Turnover70.78%IV12.61%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0149Delta0.0097Gamma3597.50Leverage Ratio-0.0190Theta0.0001Rho53.47Eff Leverage0.0021Vega