0.05Open0.07Pre Close184 Volume601 Open Interest33.50Strike Price812.00Turnover64.20%IV7.78%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0577Delta0.0801Gamma888.57Leverage Ratio-0.0314Theta0.0001Rho51.28Eff Leverage0.0026Vega