2.15Open2.64Pre Close4 Volume6.95K Open Interest10.00Strike Price815.00Turnover123.59%IV6.07%PremiumAug 16, 2024Expiry Date1.43Intrinsic Value100Multiplier24DDays to Expiry0.52Extrinsic Value100Contract SizeAmericanOptions Type-0.6248Delta0.1399Gamma4.29Leverage Ratio-0.0206Theta-0.0042Rho-2.68Eff Leverage0.0084Vega