1.05Open1.25Pre Close8 Volume621 Open Interest11.00Strike Price815.00Turnover58.60%IV3.11%PremiumAug 16, 2024Expiry Date0.59Intrinsic Value100Multiplier25DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type0.6701Delta0.2034Gamma11.04Leverage Ratio-0.0139Theta0.0046Rho7.40Eff Leverage0.0110Vega