0.11Open0.17Pre Close61 Volume1.85K Open Interest38.00Strike Price815.00Turnover34.96%IV2.44%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type0.2761Delta0.2872Gamma191.13Leverage Ratio-0.0717Theta0.0008Rho52.78Eff Leverage0.0111Vega