0.80Open0.80Pre Close10 Volume111 Open Interest46.00Strike Price816.00Turnover22.67%IV0.86%PremiumDec 20, 2024Expiry Date0.45Intrinsic Value100Multiplier7DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type-0.6103Delta0.2735Gamma56.94Leverage Ratio-0.0379Theta-0.0046Rho-34.75Eff Leverage0.0239Vega