0.64Open1.01Pre Close14 Volume24 Open Interest114.00Strike Price812.00Turnover22.84%IV0.83%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.3489Delta0.2612Gamma343.52Leverage Ratio-0.3147Theta0.0012Rho119.87Eff Leverage0.0229Vega