1.65Open2.17Pre Close5 Volume948 Open Interest23.00Strike Price815.00Turnover49.78%IV0.42%PremiumJul 19, 2024Expiry Date1.56Intrinsic Value100Multiplier4DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.9050Delta0.1565Gamma13.40Leverage Ratio-0.0195Theta-0.0017Rho-12.13Eff Leverage0.0038Vega