0.60Open0.35Pre Close12 Volume46 Open Interest22.50Strike Price815.00Turnover90.60%IV4.86%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.75Extrinsic Value100Contract SizeAmericanOptions Type-0.4162Delta0.1670Gamma30.48Leverage Ratio-0.1028Theta-0.0012Rho-12.69Eff Leverage0.0101Vega