0.95Open0.86Pre Close10 Volume45 Open Interest32.50Strike Price818.00Turnover25.96%IV0.82%PremiumJul 12, 2024Expiry Date0.48Intrinsic Value100Multiplier4DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.7237Delta0.3522Gamma49.22Leverage Ratio-0.0403Theta0.0028Rho35.62Eff Leverage0.0122Vega