0.80Open0.80Pre Close10 Volume111 Open Interest46.00Strike Price816.00Turnover27.60%IV0.86%PremiumDec 20, 2024Expiry Date0.45Intrinsic Value100Multiplier4DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type-0.6143Delta0.2750Gamma56.94Leverage Ratio-0.0594Theta-0.0031Rho-34.98Eff Leverage0.0194Vega