0.01Open0.01Pre Close811 Volume5.98K Open Interest42.00Strike Price811.00Turnover59.69%IV14.66%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0132Delta0.0153Gamma3664.00Leverage Ratio-0.0073Theta0.0000Rho48.30Eff Leverage0.0013Vega