0.45Open0.45Pre Close25 Volume26 Open Interest56.50Strike Price815.00Turnover2141.05%IV2.55%PremiumJan 3, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.2614Delta0.1744Gamma192.23Leverage Ratio-369.6756Theta0.0000Rho-50.25Eff Leverage0.0003Vega