0.44Open0.55Pre Close17 Volume63 Open Interest38.00Strike Price815.00Turnover28.35%IV7.25%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier31DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.2705Delta0.1106Gamma75.47Leverage Ratio-0.0168Theta0.0080Rho20.42Eff Leverage0.0349Vega