0.02Open0.02Pre Close808 Volume290 Open Interest20.00Strike Price815.00Turnover49.24%IV6.72%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0377Delta0.1223Gamma1875.00Leverage Ratio-0.0093Theta0.0000Rho70.70Eff Leverage0.0011Vega