1.20Open0.90Pre Close7 Volume357 Open Interest230.00Strike Price815.00Turnover15.03%IV2.84%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.95Extrinsic Value100Contract SizeAmericanOptions Type0.2547Delta0.0449Gamma208.91Leverage Ratio-0.0784Theta0.0252Rho53.20Eff Leverage0.1525Vega