2.70Open3.36Pre Close3 Volume11 Open Interest65.00Strike Price810.00Turnover2018.41%IV0.73%PremiumDec 20, 2024Expiry Date2.24Intrinsic Value100Multiplier-1DDays to Expiry0.46Extrinsic Value100Contract SizeAmericanOptions Type-0.8758Delta0.1037Gamma25.36Leverage Ratio-224.7032Theta0.0000Rho-22.21Eff Leverage0.0002Vega