0.15Open0.10Pre Close87 Volume1.82K Open Interest3.50Strike Price811.00Turnover98.97%IV9.45%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.3789Delta0.7361Gamma32.80Leverage Ratio-0.0111Theta0.0003Rho12.43Eff Leverage0.0020Vega