0.10Open0.70Pre Close42 Volume790 Open Interest6.00Strike Price816.00Turnover119.80%IV9.25%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.4212Delta0.4219Gamma22.04Leverage Ratio-0.0285Theta0.0004Rho9.28Eff Leverage0.0030Vega