2.70Open3.15Pre Close3 Volume8 Open Interest80.00Strike Price810.00Turnover30.40%IV4.99%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier31DDays to Expiry2.70Extrinsic Value100Contract SizeAmericanOptions Type-0.3933Delta0.0539Gamma38.74Leverage Ratio-0.0416Theta-0.0250Rho-15.24Eff Leverage0.0908Vega