0.10Open0.15Pre Close63 Volume232 Open Interest22.50Strike Price815.00Turnover42.00%IV15.88%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier26DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.0564Delta0.0380Gamma355.07Leverage Ratio-0.0063Theta-0.0010Rho-20.02Eff Leverage0.0081Vega