0.50Open0.40Pre Close26 Volume36 Open Interest3.50Strike Price810.00Turnover122.22%IV2.44%PremiumAug 2, 2024Expiry Date0.19Intrinsic Value100Multiplier4DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.6815Delta0.7347Gamma12.30Leverage Ratio-0.0219Theta0.0003Rho8.38Eff Leverage0.0014Vega