0.01Open0.01Pre Close815 Volume17.62K Open Interest490.00Strike Price815.00Turnover110.82%IV9.19%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0024Delta0.0005Gamma44875.00Leverage Ratio-0.1538Theta0.0000Rho109.46Eff Leverage0.0010Vega