0.44Open0.77Pre Close10 Volume59 Open Interest34.50Strike Price815.00Turnover77.87%IV-0.33%PremiumJul 5, 2024Expiry Date1.07Intrinsic Value100Multiplier3DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.6344Delta0.1394Gamma19.66Leverage Ratio-0.1339Theta-0.0023Rho-12.47Eff Leverage0.0130Vega