0.51Open0.55Pre Close14 Volume340 Open Interest43.00Strike Price831.00Turnover25.61%IV0.38%PremiumSep 20, 2024Expiry Date0.44Intrinsic Value100Multiplier2DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type-0.6722Delta0.3900Gamma68.10Leverage Ratio-0.0648Theta-0.0019Rho-45.78Eff Leverage0.0131Vega