0.50Open0.35Pre Close18 Volume458 Open Interest7.50Strike Price812.00Turnover1744.14%IV0.28%PremiumJul 19, 2024Expiry Date0.32Intrinsic Value100Multiplier-1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.5676Delta0.3211Gamma10.64Leverage Ratio-7.0671Theta0.0000Rho-6.04Eff Leverage0.0003Vega