14.70Open14.40Pre Close587 Volume657 Open Interest252.50Strike Price811.16KTurnover74.92%IV1.47%PremiumJul 26, 2024Expiry Date12.65Intrinsic Value100Multiplier4DDays to Expiry3.91Extrinsic Value100Contract SizeAmericanOptions Type0.7408Delta0.0149Gamma16.22Leverage Ratio-0.8645Theta0.0215Rho12.01Eff Leverage0.0938Vega